-27.0%
ETHA vs JEPI
+18.1%
-45.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.5% | +1.6% |
| 7D | +3.5% | -1.0% | +4.5% | +5.9% |
| 30D | +35.3% | -1.4% | +36.7% | +39.9% |
| 3M | +50.9% | +3.5% | +47.3% | +38.8% |
| 6M | +22.1% | +1.9% | +20.2% | +16.8% |
| YTD | -14.6% | +4.4% | -19.0% | -22.4% |
| 1Y | -42.8% | +7.2% | -50.0% | -50.8% |
| All | -27.0% | +18.1% | -45.1% | -55.7% |
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