+94.2%
JEPI vs EQH
+257.1%
-162.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.1% |
| 30D | -1.4% | +2.8% | -4.3% | -2.0% |
| 3M | +3.5% | +23.1% | -19.5% | -0.5% |
| 6M | +1.9% | +41.4% | -39.5% | -4.9% |
| YTD | +4.4% | +14.3% | -9.8% | +1.2% |
| 1Y | +7.2% | +1.6% | +5.6% | +6.0% |
| 3Y | +29.8% | +102.7% | -72.9% | +12.3% |
| 5Y | +41.7% | +104.5% | -62.8% | +21.2% |
| All | +94.2% | +257.1% | -162.9% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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