+19.9%
EWZ vs JEPI
+35.7%
-15.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | 0.0% |
| 7D | +1.4% | +0.3% | +1.1% | +1.0% |
| 30D | -25.1% | +1.4% | -26.5% | -26.3% |
| 3M | -7.7% | +1.3% | -9.0% | -9.1% |
| 6M | -15.8% | +6.3% | -22.2% | -21.1% |
| YTD | +3.6% | +6.8% | -3.2% | -3.0% |
| 1Y | +5.5% | +9.8% | -4.3% | -3.7% |
| All | +19.9% | +35.7% | -15.8% | -12.5% |
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