+216.4%
ECHO vs JEPI
+93.8%
+122.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.4% |
| 7D | +3.7% | -1.0% | +4.7% | +5.2% |
| 30D | +0.7% | -1.4% | +2.1% | +2.8% |
| 3M | -27.3% | +3.5% | -30.9% | -31.1% |
| 6M | -17.0% | +1.9% | -18.9% | -19.3% |
| YTD | -14.3% | +4.4% | -18.8% | -19.5% |
| 1Y | +20.9% | +7.2% | +13.7% | +9.4% |
| 3Y | +423.0% | +29.8% | +393.2% | +273.2% |
| 5Y | +265.7% | +41.7% | +224.0% | +134.4% |
| All | +216.4% | +93.8% | +122.6% | +16.2% |
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 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