-43.9%
ZM vs JEPI
+94.5%
-138.5%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.6% | -4.2% | -4.0% |
| 7D | +1.6% | -0.2% | +1.9% | +2.0% |
| 30D | -7.7% | -0.6% | -7.1% | -7.0% |
| 3M | -4.7% | +4.8% | -9.5% | -10.5% |
| 6M | +24.4% | +2.1% | +22.3% | +20.6% |
| YTD | +11.8% | +4.8% | +6.9% | +4.4% |
| 1Y | +13.4% | +8.4% | +4.9% | +1.1% |
| 3Y | +33.8% | +30.8% | +3.0% | -8.9% |
| 5Y | -67.2% | +41.0% | -108.1% | -79.7% |
| All | -43.9% | +94.5% | -138.5% | -71.7% |
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