+7.4%
EQT vs JEPI
+7.8%
-0.4%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -2.0% |
| 7D | -2.0% | -1.0% | -1.0% | -1.5% |
| 30D | 0.0% | -1.4% | +1.4% | +0.8% |
| 3M | +5.9% | +3.5% | +2.4% | +3.8% |
| 6M | -14.8% | +1.9% | -16.7% | -14.8% |
| YTD | +1.8% | +4.4% | -2.7% | -2.8% |
| 1Y | +7.4% | +7.2% | +0.2% | -1.3% |
| All | +7.4% | +7.8% | -0.4% | -1.3% |
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