+65.4%
ECL vs JEPI
+100.7%
-35.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.8% |
| 7D | +2.9% | +2.7% | +0.1% | -1.0% |
| 30D | +7.5% | +2.5% | +5.0% | +3.7% |
| 3M | +12.2% | +1.9% | +10.3% | +9.2% |
| 6M | +24.6% | +7.7% | +16.8% | +12.3% |
| YTD | +18.8% | +8.2% | +10.6% | +6.7% |
| 1Y | +19.3% | +10.4% | +8.9% | +4.2% |
| 3Y | +78.2% | +36.5% | +41.7% | +12.0% |
| 5Y | +38.8% | +44.2% | -5.4% | -18.9% |
| All | +65.4% | +100.7% | -35.2% | -49.2% |
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