+77.8%
JEPI vs EOSE
-60.6%
+138.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +0.7% |
| 7D | -1.0% | +1.8% | -2.8% | -1.0% |
| 30D | -1.4% | -6.8% | +5.4% | -1.4% |
| 3M | +3.5% | -36.3% | +39.8% | +4.2% |
| 6M | +1.9% | -38.8% | +40.7% | +2.3% |
| YTD | +4.4% | -65.5% | +70.0% | +5.6% |
| 1Y | +7.2% | -45.3% | +52.5% | +6.8% |
| 3Y | +29.8% | +44.2% | -14.4% | +23.4% |
| 5Y | +41.7% | -69.5% | +111.2% | +30.6% |
| All | +77.8% | -60.6% | +138.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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