+348.6%
EWT vs JEPI
+93.8%
+254.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.1% |
| 7D | -1.1% | -1.0% | -0.1% | 0.0% |
| 30D | +4.5% | -1.4% | +5.9% | +6.0% |
| 3M | +8.3% | +3.5% | +4.7% | +4.3% |
| 6M | +54.2% | +1.9% | +52.3% | +51.3% |
| YTD | +74.6% | +4.4% | +70.1% | +67.1% |
| 1Y | +84.9% | +7.2% | +77.7% | +72.4% |
| 3Y | +197.5% | +29.8% | +167.8% | +130.2% |
| 5Y | +150.6% | +41.7% | +108.9% | +79.0% |
| All | +348.6% | +93.8% | +254.8% | +141.4% |
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