-38.6%
ZS vs JEPI
+41.5%
-80.1%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | -0.6% |
| 7D | -3.1% | -1.0% | -2.1% | -1.3% |
| 30D | -7.2% | -1.4% | -5.8% | -4.8% |
| 3M | +30.5% | +3.5% | +26.9% | +22.1% |
| 6M | +7.0% | +1.9% | +5.0% | +2.1% |
| YTD | -26.8% | +4.4% | -31.3% | -33.7% |
| 1Y | -42.6% | +7.2% | -49.8% | -50.7% |
| 3Y | -0.3% | +29.8% | -30.1% | -42.3% |
| All | -38.6% | +41.5% | -80.1% | -69.2% |
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 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