+94.9%
JEPI vs EL
-38.3%
+133.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.4% |
| 7D | -0.2% | +1.7% | -1.9% | -0.4% |
| 30D | -0.6% | +15.5% | -16.1% | -2.5% |
| 3M | +4.8% | +20.6% | -15.8% | +2.1% |
| 6M | +2.1% | +10.5% | -8.4% | +0.1% |
| YTD | +4.8% | -1.9% | +6.7% | +3.9% |
| 1Y | +8.4% | +16.1% | -7.6% | +4.7% |
| 3Y | +30.8% | -30.2% | +61.0% | +31.5% |
| 5Y | +41.0% | -67.4% | +108.4% | +60.5% |
| All | +94.9% | -38.3% | +133.2% | +94.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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