+96.1%
JEPI vs ARWR
+136.1%
-40.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +0.1% | -0.7% | +0.8% | +0.2% |
| 3M | +4.8% | +14.9% | -10.1% | +3.7% |
| 6M | +1.0% | +32.6% | -31.6% | -1.1% |
| YTD | +5.5% | +30.0% | -24.6% | +3.3% |
| 1Y | +9.2% | +208.4% | -199.1% | +1.1% |
| 3Y | +31.2% | +208.8% | -177.6% | +17.5% |
| 5Y | +41.4% | +27.8% | +13.5% | +28.7% |
| All | +96.1% | +136.1% | -40.0% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling