+94.2%
JEPI vs ENB
+121.3%
-27.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.6% | +0.9% |
| 7D | -1.0% | -4.7% | +3.7% | +0.1% |
| 30D | -1.4% | -5.9% | +4.5% | 0.0% |
| 3M | +3.5% | -14.2% | +17.8% | +7.4% |
| 6M | +1.9% | -8.6% | +10.5% | +3.9% |
| YTD | +4.4% | +3.9% | +0.5% | +2.8% |
| 1Y | +7.2% | +1.8% | +5.4% | +6.0% |
| 3Y | +29.8% | +68.5% | -38.7% | +11.2% |
| 5Y | +41.7% | +62.4% | -20.7% | +23.2% |
| All | +94.2% | +121.3% | -27.2% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 ENB 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