+44.9%
ECL vs JEPI
+92.4%
-47.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -2.6% | -2.0% | -0.6% | +0.2% |
| 30D | -4.6% | -2.0% | -2.6% | -1.8% |
| 3M | +6.0% | +3.8% | +2.2% | +0.7% |
| 6M | -3.0% | +0.8% | -3.8% | -3.9% |
| YTD | +4.0% | +3.7% | +0.3% | -0.9% |
| 1Y | +2.0% | +7.1% | -5.1% | -7.0% |
| 3Y | +53.9% | +29.4% | +24.5% | +4.7% |
| 5Y | +27.1% | +40.8% | -13.6% | -23.4% |
| All | +44.9% | +92.4% | -47.5% | -52.8% |
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