+146.8%
ENTG vs JEPI
+94.5%
+52.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +3.2% |
| 7D | +8.9% | -0.2% | +9.2% | +9.4% |
| 30D | -7.2% | -0.6% | -6.6% | -6.1% |
| 3M | +6.4% | +4.8% | +1.6% | -5.6% |
| 6M | +25.7% | +2.1% | +23.6% | +19.3% |
| YTD | +67.9% | +4.8% | +63.0% | +50.7% |
| 1Y | +72.4% | +8.4% | +63.9% | +43.9% |
| 3Y | +48.4% | +30.8% | +17.6% | -14.0% |
| 5Y | +20.1% | +41.0% | -20.9% | -38.1% |
| All | +146.8% | +94.5% | +52.2% | -26.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling