+94.9%
JEPI vs ESI
+265.4%
-170.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -0.2% | +5.4% | -5.6% | -1.1% |
| 30D | -0.6% | -4.2% | +3.6% | 0.0% |
| 3M | +4.8% | -9.6% | +14.4% | +5.8% |
| 6M | +2.1% | +18.3% | -16.2% | -2.6% |
| YTD | +4.8% | +45.8% | -41.0% | -4.3% |
| 1Y | +8.4% | +39.2% | -30.7% | -0.4% |
| 3Y | +30.8% | +86.3% | -55.5% | +11.4% |
| 5Y | +41.0% | +76.2% | -35.2% | +19.2% |
| All | +94.9% | +265.4% | -170.5% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling