+222.9%
EWY vs JEPI
+30.1%
+192.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +2.3% |
| 7D | -0.1% | -1.0% | +0.9% | +1.3% |
| 30D | +7.3% | -1.4% | +8.7% | +9.3% |
| 3M | -5.1% | +3.5% | -8.7% | -9.8% |
| 6M | +42.1% | +1.9% | +40.1% | +38.4% |
| YTD | +94.1% | +4.4% | +89.7% | +84.5% |
| 1Y | +147.8% | +7.2% | +140.6% | +128.1% |
| 3Y | +222.9% | +29.8% | +193.2% | +120.6% |
| All | +222.9% | +30.1% | +192.9% | +120.6% |
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