+67.6%
EWZ vs JEPI
+41.6%
+26.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.6% | +2.6% | +2.6% |
| 7D | +5.6% | -0.2% | +5.8% | +5.8% |
| 30D | +9.3% | -0.6% | +9.8% | +9.9% |
| 3M | +15.7% | +4.8% | +10.9% | +10.3% |
| 6M | +7.4% | +2.1% | +5.3% | +5.3% |
| YTD | +22.7% | +4.8% | +17.8% | +17.2% |
| 1Y | +36.4% | +8.4% | +27.9% | +26.2% |
| 3Y | +50.4% | +30.8% | +19.6% | +15.6% |
| 5Y | +67.6% | +41.0% | +26.7% | +21.2% |
| All | +67.6% | +41.6% | +26.0% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling