+15.8%
EW vs JEPI
+93.8%
-77.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.7% | -3.5% | -3.6% |
| 7D | -6.2% | -1.0% | -5.2% | -5.0% |
| 30D | -9.3% | -1.4% | -7.9% | -7.7% |
| 3M | -1.6% | +3.5% | -5.2% | -5.9% |
| 6M | -0.8% | +1.9% | -2.8% | -3.3% |
| YTD | -1.0% | +4.4% | -5.5% | -6.4% |
| 1Y | +8.2% | +7.2% | +1.0% | -1.1% |
| 3Y | +12.7% | +29.8% | -17.1% | -22.1% |
| 5Y | -30.2% | +41.7% | -71.9% | -56.9% |
| All | +15.8% | +93.8% | -77.9% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling