-30.4%
ELAN vs JEPI
+41.5%
-71.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +0.1% |
| 7D | -5.4% | -1.0% | -4.4% | -3.7% |
| 30D | +4.7% | -1.4% | +6.1% | +7.5% |
| 3M | -3.7% | +3.5% | -7.2% | -9.2% |
| 6M | -1.2% | +1.9% | -3.1% | -3.8% |
| YTD | +2.4% | +4.4% | -2.0% | -4.0% |
| 1Y | +23.4% | +7.2% | +16.2% | +10.8% |
| 3Y | +96.7% | +29.8% | +66.9% | +32.1% |
| All | -30.4% | +41.5% | -71.9% | -58.4% |
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