-4.9%
EQT vs JEPI
+10.9%
-15.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | -6.6% | +1.5% | -8.0% | -6.8% |
| 30D | +2.7% | +3.6% | -0.8% | +1.7% |
| 3M | -0.2% | +2.3% | -2.5% | -0.7% |
| 6M | -10.6% | +5.6% | -16.2% | -12.0% |
| YTD | -1.2% | +7.5% | -8.6% | -5.7% |
| 1Y | -4.9% | +10.6% | -15.5% | -14.4% |
| All | -4.9% | +10.9% | -15.8% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling