+115.1%
EWJ vs JEPI
+93.8%
+21.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.5% |
| 7D | +0.3% | -1.0% | +1.3% | +1.3% |
| 30D | +0.8% | -1.4% | +2.2% | +2.2% |
| 3M | +7.5% | +3.5% | +4.0% | +3.8% |
| 6M | +15.6% | +1.9% | +13.7% | +13.5% |
| YTD | +22.7% | +4.4% | +18.3% | +17.9% |
| 1Y | +26.4% | +7.2% | +19.2% | +18.4% |
| 3Y | +72.5% | +29.8% | +42.8% | +35.7% |
| 5Y | +52.4% | +41.7% | +10.7% | +10.9% |
| All | +115.1% | +93.8% | +21.3% | +18.6% |
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