+273.2%
EOG vs JEPI
+93.4%
+179.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.7% | +1.8% |
| 7D | -1.3% | -1.1% | -0.2% | -0.1% |
| 30D | +3.4% | -1.3% | +4.6% | +4.7% |
| 3M | +7.8% | +3.3% | +4.5% | +3.6% |
| 6M | +13.4% | +1.0% | +12.4% | +11.4% |
| YTD | +43.5% | +4.2% | +39.3% | +35.6% |
| 1Y | +29.7% | +7.9% | +21.7% | +17.5% |
| 3Y | +23.2% | +30.0% | -6.9% | -11.3% |
| 5Y | +176.4% | +40.9% | +135.5% | +78.3% |
| All | +273.2% | +93.4% | +179.8% | +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 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