+352.0%
EWT vs JEPI
+93.4%
+258.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.8% |
| 7D | +2.1% | -1.1% | +3.3% | +3.4% |
| 30D | +9.4% | -1.3% | +10.6% | +10.8% |
| 3M | +10.9% | +3.3% | +7.5% | +7.0% |
| 6M | +57.9% | +1.0% | +56.9% | +56.4% |
| YTD | +75.9% | +4.2% | +71.7% | +68.7% |
| 1Y | +89.7% | +7.9% | +81.8% | +75.6% |
| 3Y | +200.9% | +30.0% | +170.8% | +132.3% |
| 5Y | +154.5% | +40.9% | +113.6% | +82.7% |
| All | +352.0% | +93.4% | +258.6% | +143.7% |
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