+190.4%
ETN vs JEPI
+41.5%
+148.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.7% | +3.3% | +2.8% |
| 7D | +3.5% | -1.0% | +4.5% | +5.2% |
| 30D | -7.5% | -1.4% | -6.1% | -5.4% |
| 3M | +8.3% | +3.5% | +4.8% | +2.2% |
| 6M | +20.2% | +1.9% | +18.3% | +16.7% |
| YTD | +34.7% | +4.4% | +30.2% | +26.0% |
| 1Y | +19.4% | +7.2% | +12.3% | +7.3% |
| 3Y | +85.5% | +29.8% | +55.7% | +25.7% |
| All | +190.4% | +41.5% | +148.9% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling