+310.6%
EWY vs JEPI
+93.4%
+217.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.0% | +1.2% |
| 7D | +6.7% | -1.1% | +7.8% | +8.1% |
| 30D | +17.0% | -1.3% | +18.2% | +18.7% |
| 3M | +3.7% | +3.3% | +0.3% | -0.5% |
| 6M | +42.5% | +1.0% | +41.5% | +41.0% |
| YTD | +96.2% | +4.2% | +92.0% | +87.9% |
| 1Y | +160.4% | +7.9% | +152.4% | +139.5% |
| 3Y | +231.7% | +30.0% | +201.6% | +147.4% |
| 5Y | +153.3% | +40.9% | +112.3% | +73.7% |
| All | +310.6% | +93.4% | +217.2% | +93.3% |
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