+40.8%
JEPI vs ESI
+66.0%
-25.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | +0.3% |
| 7D | -2.0% | -2.3% | +0.3% | -1.7% |
| 30D | -2.0% | -9.0% | +7.0% | -0.5% |
| 3M | +3.8% | -13.3% | +17.0% | +5.6% |
| 6M | +0.8% | +5.3% | -4.5% | -2.2% |
| YTD | +3.7% | +37.6% | -33.9% | -5.5% |
| 1Y | +7.1% | +33.6% | -26.5% | -2.2% |
| 3Y | +29.4% | +75.8% | -46.4% | +8.1% |
| 5Y | +40.8% | +68.6% | -27.8% | +15.8% |
| All | +40.8% | +66.0% | -25.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 5y: compounded portfolio wealth divided by compounded ESI 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…
5y analysis · Full analysis span regression · 6 months rolling