+94.2%
JEPI vs EAT
+823.9%
-729.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.8% |
| 7D | -1.0% | -7.7% | +6.7% | -0.4% |
| 30D | -1.4% | -13.6% | +12.2% | -0.3% |
| 3M | +3.5% | +33.9% | -30.3% | +1.0% |
| 6M | +1.9% | +47.2% | -45.3% | -1.6% |
| YTD | +4.4% | +48.1% | -43.6% | +0.6% |
| 1Y | +7.2% | +33.7% | -26.5% | +3.9% |
| 3Y | +29.8% | +595.8% | -566.0% | +9.3% |
| 5Y | +41.7% | +314.4% | -272.6% | +20.5% |
| All | +94.2% | +823.9% | -729.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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