-29.3%
ETHA vs JEPI
+17.3%
-46.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +1.1% |
| 7D | -2.4% | -2.0% | -0.4% | +2.4% |
| 30D | +30.9% | -2.0% | +32.9% | +37.2% |
| 3M | +51.1% | +3.8% | +47.4% | +38.3% |
| 6M | +20.5% | +0.8% | +19.7% | +18.3% |
| YTD | -17.3% | +3.7% | -21.0% | -23.6% |
| 1Y | -43.2% | +7.1% | -50.4% | -51.1% |
| All | -29.3% | +17.3% | -46.6% | -56.3% |
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 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