+92.8%
JEPI vs EFV
+184.9%
-92.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -2.0% | -2.0% | 0.0% | -1.2% |
| 30D | -2.0% | -0.2% | -1.8% | -1.9% |
| 3M | +3.8% | +9.1% | -5.3% | -0.1% |
| 6M | +0.8% | +11.7% | -10.9% | -4.1% |
| YTD | +3.7% | +17.0% | -13.3% | -3.4% |
| 1Y | +7.1% | +26.7% | -19.6% | -3.6% |
| 3Y | +29.4% | +90.2% | -60.8% | -2.2% |
| 5Y | +40.8% | +96.1% | -55.3% | +3.4% |
| All | +92.8% | +184.9% | -92.1% | +28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling