+40.8%
JEPI vs ELF
+217.8%
-177.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.3% | +3.8% | -0.2% |
| 7D | -2.0% | -10.8% | +8.8% | -1.3% |
| 30D | -2.0% | +0.8% | -2.8% | -2.1% |
| 3M | +3.8% | +64.8% | -61.0% | +0.3% |
| 6M | +0.8% | +19.0% | -18.1% | -0.8% |
| YTD | +3.7% | +25.9% | -22.2% | +1.4% |
| 1Y | +7.1% | -28.8% | +35.9% | +7.9% |
| 3Y | +29.4% | -29.6% | +59.0% | +24.6% |
| 5Y | +40.8% | +216.2% | -175.5% | +1.8% |
| All | +40.8% | +217.8% | -177.1% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 5y: compounded portfolio wealth divided by compounded ELF 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…
5y analysis · Full analysis span regression · 6 months rolling