-1.0%
ZS vs JEPI
+29.2%
-30.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.8% |
| 7D | -8.1% | -2.0% | -6.0% | -5.2% |
| 30D | -8.4% | -2.0% | -6.4% | -5.7% |
| 3M | +31.1% | +3.8% | +27.3% | +23.8% |
| 6M | +4.4% | +0.8% | +3.6% | +2.4% |
| YTD | -27.3% | +3.7% | -31.0% | -32.3% |
| 1Y | -41.4% | +7.1% | -48.5% | -48.5% |
| All | -1.0% | +29.2% | -30.1% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling