+62.4%
EWY vs JEPI
+10.9%
+51.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -5.1% |
| 7D | -8.3% | +1.5% | -9.8% | -10.9% |
| 30D | -20.5% | +3.6% | -24.1% | -26.0% |
| 3M | -11.1% | +2.3% | -13.4% | -15.3% |
| 6M | -7.0% | +5.6% | -12.7% | -17.8% |
| YTD | +56.5% | +7.5% | +49.0% | +39.0% |
| 1Y | +62.4% | +10.6% | +51.8% | +38.7% |
| All | +62.4% | +10.9% | +51.5% | +38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling