+341.6%
ZETA vs JEPI
+39.8%
+301.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.6% |
| 7D | -6.5% | -2.0% | -4.4% | -2.1% |
| 30D | +4.8% | -2.0% | +6.9% | +9.7% |
| 3M | +53.3% | +3.8% | +49.6% | +41.0% |
| 6M | +66.8% | +0.8% | +66.0% | +63.8% |
| YTD | +50.2% | +3.7% | +46.5% | +39.1% |
| 1Y | +62.0% | +7.1% | +54.9% | +41.2% |
| 3Y | +276.4% | +29.4% | +247.0% | +133.8% |
| 5Y | +341.6% | +40.8% | +300.9% | +136.1% |
| All | +341.6% | +39.8% | +301.8% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JEPI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling