+92.8%
JEPI vs EFX
+19.1%
+73.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -2.0% | -11.1% | +9.1% | -0.1% |
| 30D | -2.0% | -7.4% | +5.4% | -0.8% |
| 3M | +3.8% | +1.5% | +2.3% | +3.0% |
| 6M | +0.8% | -13.7% | +14.5% | +2.8% |
| YTD | +3.7% | -21.9% | +25.6% | +7.2% |
| 1Y | +7.1% | -30.8% | +37.9% | +13.1% |
| 3Y | +29.4% | -12.4% | +41.8% | +28.2% |
| 5Y | +40.8% | -35.9% | +76.7% | +43.4% |
| All | +92.8% | +19.1% | +73.7% | +78.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling