-39.9%
ZTS vs JEPI
+94.5%
-134.4%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.1% |
| 7D | -4.8% | -0.2% | -4.5% | -4.5% |
| 30D | +1.2% | -0.6% | +1.8% | +2.1% |
| 3M | -6.0% | +4.8% | -10.8% | -11.8% |
| 6M | -38.7% | +2.1% | -40.8% | -40.2% |
| YTD | -40.6% | +4.8% | -45.5% | -44.0% |
| 1Y | -50.6% | +8.4% | -59.0% | -55.4% |
| 3Y | -58.7% | +30.8% | -89.5% | -71.3% |
| 5Y | -62.8% | +41.0% | -103.8% | -76.5% |
| All | -39.9% | +94.5% | -134.4% | -77.3% |
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