+94.2%
JEPI vs ES
+8.7%
+85.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -1.0% | -3.6% | +2.6% | -0.3% |
| 30D | -1.4% | -4.2% | +2.8% | -0.6% |
| 3M | +3.5% | +0.1% | +3.4% | +3.4% |
| 6M | +1.9% | -6.2% | +8.2% | +3.1% |
| YTD | +4.4% | +4.1% | +0.4% | +3.2% |
| 1Y | +7.2% | +10.2% | -3.0% | +4.0% |
| 3Y | +29.8% | +26.1% | +3.7% | +20.3% |
| 5Y | +41.7% | -5.3% | +47.1% | +41.8% |
| All | +94.2% | +8.7% | +85.4% | +87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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