+92.8%
JEPI vs ARWR
+126.3%
-33.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -2.0% | -4.3% | +2.3% | -1.8% |
| 30D | -2.0% | -7.3% | +5.2% | -1.6% |
| 3M | +3.8% | +17.0% | -13.2% | +2.6% |
| 6M | +0.8% | +39.8% | -39.0% | -1.5% |
| YTD | +3.7% | +24.7% | -20.9% | +1.8% |
| 1Y | +7.1% | +186.5% | -179.4% | -0.4% |
| 3Y | +29.4% | +176.8% | -147.4% | +16.6% |
| 5Y | +40.8% | +29.3% | +11.4% | +28.3% |
| All | +92.8% | +126.3% | -33.5% | +72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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