+94.9%
JEPI vs EAT
+867.3%
-772.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.7% | -0.4% |
| 7D | -0.2% | -4.9% | +4.7% | +0.2% |
| 30D | -0.6% | -1.2% | +0.6% | -0.6% |
| 3M | +4.8% | +52.2% | -47.4% | +1.2% |
| 6M | +2.1% | +65.0% | -62.9% | -2.4% |
| YTD | +4.8% | +55.0% | -50.2% | +0.6% |
| 1Y | +8.4% | +42.1% | -33.6% | +4.6% |
| 3Y | +30.8% | +614.7% | -583.9% | +9.9% |
| 5Y | +41.0% | +322.7% | -281.8% | +19.6% |
| All | +94.9% | +867.3% | -772.4% | +59.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling