-62.8%
ZTS vs JEPI
+39.8%
-102.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.1% |
| 7D | -4.5% | -2.0% | -2.5% | -1.8% |
| 30D | -3.3% | -2.0% | -1.3% | -0.6% |
| 3M | -9.7% | +3.8% | -13.5% | -14.1% |
| 6M | -38.8% | +0.8% | -39.7% | -39.3% |
| YTD | -41.2% | +3.7% | -44.9% | -43.7% |
| 1Y | -50.3% | +7.1% | -57.4% | -54.3% |
| 3Y | -59.1% | +29.4% | -88.5% | -71.1% |
| 5Y | -62.8% | +40.8% | -103.5% | -76.2% |
| All | -62.8% | +39.8% | -102.6% | -76.2% |
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