+246.3%
ZETA vs JEPI
+48.5%
+197.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -0.5% |
| 7D | -2.4% | -0.2% | -2.2% | -1.9% |
| 30D | +15.6% | -0.6% | +16.2% | +17.1% |
| 3M | +41.5% | +4.8% | +36.7% | +27.7% |
| 6M | +63.4% | +2.1% | +61.3% | +56.3% |
| YTD | +51.3% | +4.8% | +46.5% | +37.2% |
| 1Y | +65.8% | +8.4% | +57.4% | +41.2% |
| 3Y | +279.2% | +30.8% | +248.4% | +134.2% |
| 5Y | +341.8% | +41.0% | +300.8% | +126.4% |
| All | +246.3% | +48.5% | +197.8% | +80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling