+9.2%
JEPI vs ED
+12.4%
-3.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | -0.3% |
| 7D | -0.3% | -0.2% | -0.2% | -0.3% |
| 30D | +0.1% | -0.1% | +0.3% | +0.1% |
| 3M | +4.8% | +3.9% | +0.8% | +4.7% |
| 6M | +1.0% | -3.0% | +4.0% | +0.9% |
| YTD | +5.5% | +10.7% | -5.2% | +5.7% |
| 1Y | +9.2% | +13.3% | -4.1% | +8.9% |
| All | +9.2% | +12.4% | -3.2% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling