+64.7%
ELV vs JEPI
+93.8%
-29.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | -0.2% |
| 7D | +3.2% | -1.0% | +4.2% | +4.2% |
| 30D | +5.4% | -1.4% | +6.8% | +6.9% |
| 3M | +5.4% | +3.5% | +1.8% | +1.6% |
| 6M | +45.7% | +1.9% | +43.8% | +42.8% |
| YTD | +21.2% | +4.4% | +16.8% | +15.9% |
| 1Y | +35.6% | +7.2% | +28.4% | +26.5% |
| 3Y | -2.0% | +29.8% | -31.8% | -27.3% |
| 5Y | +26.0% | +41.7% | -15.7% | -16.0% |
| All | +64.7% | +93.8% | -29.0% | -40.7% |
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