+94.2%
JEPI vs EQX
+39.3%
+54.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.0% | -3.2% | +2.2% | -0.9% |
| 30D | -1.4% | +7.8% | -9.2% | -1.8% |
| 3M | +3.5% | +21.3% | -17.8% | +2.4% |
| 6M | +1.9% | -22.4% | +24.4% | +2.7% |
| YTD | +4.4% | -11.3% | +15.7% | +4.3% |
| 1Y | +7.2% | +13.5% | -6.3% | +5.6% |
| 3Y | +29.8% | +162.1% | -132.4% | +20.9% |
| 5Y | +41.7% | +84.2% | -42.5% | +31.4% |
| All | +94.2% | +39.3% | +54.9% | +83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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