+94.2%
JEPI vs ENPH
-40.4%
+134.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.8% |
| 7D | -1.0% | -0.1% | -0.9% | -1.0% |
| 30D | -1.4% | -10.8% | +9.4% | -1.0% |
| 3M | +3.5% | -33.8% | +37.4% | +5.2% |
| 6M | +1.9% | -16.1% | +18.1% | +1.9% |
| YTD | +4.4% | +13.4% | -9.0% | +2.4% |
| 1Y | +7.2% | -2.6% | +9.8% | +5.6% |
| 3Y | +29.8% | -70.3% | +100.0% | +32.4% |
| 5Y | +41.7% | -77.0% | +118.8% | +44.9% |
| All | +94.2% | -40.4% | +134.6% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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