-40.4%
ZTS vs JEPI
+93.8%
-134.1%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | -3.7% | -1.0% | -2.8% | -2.4% |
| 30D | -0.8% | -1.4% | +0.6% | +1.2% |
| 3M | -9.7% | +3.5% | -13.3% | -13.9% |
| 6M | -38.4% | +1.9% | -40.3% | -39.8% |
| YTD | -41.1% | +4.4% | -45.5% | -44.2% |
| 1Y | -50.6% | +7.2% | -57.8% | -54.7% |
| 3Y | -59.1% | +29.8% | -88.9% | -71.3% |
| 5Y | -62.7% | +41.7% | -104.4% | -76.6% |
| All | -40.4% | +93.8% | -134.1% | -77.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling