+274.1%
EOG vs JEPI
+93.8%
+180.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.8% |
| 7D | +1.5% | -1.0% | +2.5% | +2.6% |
| 30D | +2.9% | -1.4% | +4.4% | +4.4% |
| 3M | +8.7% | +3.5% | +5.2% | +4.3% |
| 6M | +12.9% | +1.9% | +11.0% | +9.8% |
| YTD | +43.8% | +4.4% | +39.4% | +35.7% |
| 1Y | +27.1% | +7.2% | +19.9% | +16.1% |
| 3Y | +25.9% | +29.8% | -3.9% | -9.1% |
| 5Y | +177.9% | +41.7% | +136.2% | +77.7% |
| All | +274.1% | +93.8% | +180.3% | +16.1% |
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