+25.9%
EOG vs JEPI
+30.1%
-4.2%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.6% |
| 7D | +1.5% | -1.0% | +2.5% | +2.2% |
| 30D | +2.9% | -1.4% | +4.4% | +4.0% |
| 3M | +8.7% | +3.5% | +5.2% | +5.4% |
| 6M | +12.9% | +1.9% | +11.0% | +10.8% |
| YTD | +43.8% | +4.4% | +39.4% | +37.5% |
| 1Y | +27.1% | +7.2% | +19.9% | +18.2% |
| 3Y | +25.9% | +29.8% | -3.9% | +1.6% |
| All | +25.9% | +30.1% | -4.2% | +1.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling