+133.3%
EWZ vs JEPI
+95.7%
+37.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.3% |
| 7D | +6.5% | -0.3% | +6.8% | +6.9% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +9.9% | +4.8% | +5.1% | +4.6% |
| 6M | +1.9% | +1.0% | +0.9% | +0.9% |
| YTD | +20.3% | +5.5% | +14.8% | +14.0% |
| 1Y | +35.6% | +9.2% | +26.4% | +24.1% |
| 3Y | +43.4% | +31.2% | +12.3% | +8.0% |
| 5Y | +55.9% | +41.4% | +14.6% | +8.6% |
| All | +133.3% | +95.7% | +37.6% | -6.7% |
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