+134.6%
EWZ vs JEPI
+93.4%
+41.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.8% |
| 7D | -0.1% | -1.1% | +1.1% | +1.1% |
| 30D | +8.2% | -1.3% | +9.5% | +9.6% |
| 3M | +13.3% | +3.3% | +10.0% | +9.4% |
| 6M | +3.6% | +1.0% | +2.6% | +2.6% |
| YTD | +21.0% | +4.2% | +16.7% | +16.0% |
| 1Y | +34.7% | +7.9% | +26.7% | +24.7% |
| 3Y | +48.3% | +30.0% | +18.3% | +12.6% |
| 5Y | +60.1% | +40.9% | +19.1% | +11.6% |
| All | +134.6% | +93.4% | +41.2% | -5.0% |
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