+41.8%
JEPI vs ARWR
+29.9%
+11.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | -1.0% | -4.0% | +3.0% | -0.7% |
| 30D | -1.4% | -5.0% | +3.6% | -1.1% |
| 3M | +3.5% | +11.3% | -7.8% | +2.6% |
| 6M | +1.9% | +42.6% | -40.7% | -1.0% |
| YTD | +4.4% | +24.8% | -20.4% | +2.2% |
| 1Y | +7.2% | +178.8% | -171.6% | -1.4% |
| 3Y | +29.8% | +183.3% | -153.6% | +14.5% |
| All | +41.8% | +29.9% | +11.9% | +26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling