-42.6%
ZS vs JEPI
+7.8%
-50.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | +0.5% |
| 7D | -3.1% | -1.0% | -2.1% | -2.9% |
| 30D | -7.2% | -1.4% | -5.8% | -7.0% |
| 3M | +30.5% | +3.5% | +26.9% | +29.5% |
| 6M | +7.0% | +1.9% | +5.0% | +6.3% |
| YTD | -26.8% | +4.4% | -31.3% | -29.6% |
| 1Y | -42.6% | +7.2% | -49.8% | -45.7% |
| All | -42.6% | +7.8% | -50.4% | -45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling