+99.9%
EWZ vs JEPI
+101.5%
-1.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.1% |
| 7D | +0.6% | -0.1% | +0.7% | +0.7% |
| 30D | -25.5% | +2.8% | -28.3% | -27.8% |
| 3M | -4.5% | +2.6% | -7.2% | -7.2% |
| 6M | -15.3% | +8.4% | -23.6% | -22.3% |
| YTD | +3.1% | +8.6% | -5.5% | -5.5% |
| 1Y | +1.2% | +10.4% | -9.2% | -8.7% |
| 3Y | +19.3% | +37.1% | -17.8% | -14.5% |
| 5Y | +52.3% | +45.5% | +6.8% | +2.8% |
| All | +99.9% | +101.5% | -1.6% | -22.6% |
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 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