+114.1%
ZS vs JEPI
+94.5%
+19.6%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -3.6% |
| 7D | -9.2% | -0.2% | -9.0% | -8.8% |
| 30D | -4.0% | -0.6% | -3.4% | -3.0% |
| 3M | +25.3% | +4.8% | +20.5% | +15.5% |
| 6M | -1.3% | +2.1% | -3.4% | -5.5% |
| YTD | -28.0% | +4.8% | -32.8% | -34.5% |
| 1Y | -42.5% | +8.4% | -50.9% | -50.9% |
| 3Y | +0.7% | +30.8% | -30.1% | -38.2% |
| 5Y | -42.3% | +41.0% | -83.3% | -68.1% |
| All | +114.1% | +94.5% | +19.6% | -13.0% |
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