+94.2%
JEPI vs EFV
+188.0%
-93.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.7% |
| 30D | -1.4% | +0.6% | -2.1% | -1.7% |
| 3M | +3.5% | +7.5% | -4.0% | +0.3% |
| 6M | +1.9% | +13.0% | -11.1% | -3.5% |
| YTD | +4.4% | +18.3% | -13.9% | -3.2% |
| 1Y | +7.2% | +26.7% | -19.5% | -3.6% |
| 3Y | +29.8% | +89.6% | -59.8% | -1.9% |
| 5Y | +41.7% | +98.2% | -56.5% | +3.7% |
| All | +94.2% | +188.0% | -93.8% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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