+19.1%
EW vs JEPI
+94.5%
-75.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.6% | -2.9% | -2.8% |
| 7D | -4.4% | -0.2% | -4.2% | -4.1% |
| 30D | -3.3% | -0.6% | -2.8% | -2.6% |
| 3M | +1.0% | +4.8% | -3.8% | -4.8% |
| 6M | +6.2% | +2.1% | +4.1% | +3.5% |
| YTD | +1.7% | +4.8% | -3.1% | -4.2% |
| 1Y | +8.1% | +8.4% | -0.3% | -2.5% |
| 3Y | +17.1% | +30.8% | -13.7% | -19.9% |
| 5Y | -29.4% | +41.0% | -70.3% | -55.9% |
| All | +19.1% | +94.5% | -75.5% | -61.1% |
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