-8.2%
EW vs JEPI
+44.0%
-52.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +4.9% | +2.7% | +2.2% | +1.7% |
| 30D | +23.9% | +2.5% | +21.4% | +20.2% |
| 3M | +15.8% | +1.9% | +13.8% | +13.0% |
| 6M | +31.7% | +7.7% | +23.9% | +20.4% |
| YTD | +25.7% | +8.2% | +17.5% | +14.3% |
| 1Y | +24.4% | +10.4% | +14.0% | +10.5% |
| 3Y | +65.9% | +36.5% | +29.4% | +9.5% |
| All | -8.2% | +44.0% | -52.2% | -42.2% |
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