+94.2%
JEPI vs EFX
+19.8%
+74.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.6% |
| 7D | -1.0% | -4.5% | +3.6% | -0.2% |
| 30D | -1.4% | -6.1% | +4.7% | -0.5% |
| 3M | +3.5% | +6.2% | -2.7% | +2.0% |
| 6M | +1.9% | -11.2% | +13.1% | +3.4% |
| YTD | +4.4% | -21.4% | +25.8% | +7.9% |
| 1Y | +7.2% | -34.3% | +41.5% | +14.4% |
| 3Y | +29.8% | -12.5% | +42.3% | +28.6% |
| 5Y | +41.7% | -35.6% | +77.3% | +44.2% |
| All | +94.2% | +19.8% | +74.4% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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