+72.5%
EWJ vs JEPI
+30.1%
+42.5%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.4% |
| 7D | +0.3% | -1.0% | +1.3% | +1.4% |
| 30D | +0.8% | -1.4% | +2.2% | +2.4% |
| 3M | +7.5% | +3.5% | +4.0% | +3.2% |
| 6M | +15.6% | +1.9% | +13.7% | +13.1% |
| YTD | +22.7% | +4.4% | +18.3% | +17.2% |
| 1Y | +26.4% | +7.2% | +19.2% | +17.4% |
| 3Y | +72.5% | +29.8% | +42.8% | +30.9% |
| All | +72.5% | +30.1% | +42.5% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling