+94.9%
JEPI vs ELF
+630.5%
-535.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.9% | +4.3% | -0.3% |
| 7D | -0.2% | -1.2% | +0.9% | -0.2% |
| 30D | -0.6% | +5.9% | -6.5% | -1.0% |
| 3M | +4.8% | +99.5% | -94.7% | 0.0% |
| 6M | +2.1% | +26.5% | -24.4% | +0.1% |
| YTD | +4.8% | +37.2% | -32.3% | +2.0% |
| 1Y | +8.4% | -24.4% | +32.9% | +8.9% |
| 3Y | +30.8% | -23.3% | +54.1% | +25.8% |
| 5Y | +41.0% | +245.2% | -204.2% | +10.7% |
| All | +94.9% | +630.5% | -535.6% | +46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling