+111.7%
EWJ vs JEPI
+93.4%
+18.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.4% |
| 7D | +1.0% | -1.1% | +2.1% | +2.2% |
| 30D | +1.0% | -1.3% | +2.3% | +2.3% |
| 3M | +7.2% | +3.3% | +3.9% | +3.8% |
| 6M | +13.9% | +1.0% | +12.9% | +12.8% |
| YTD | +20.8% | +4.2% | +16.6% | +16.2% |
| 1Y | +26.4% | +7.9% | +18.4% | +17.6% |
| 3Y | +71.8% | +30.0% | +41.7% | +34.9% |
| 5Y | +49.9% | +40.9% | +8.9% | +9.6% |
| All | +111.7% | +93.4% | +18.3% | +16.9% |
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 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