+94.2%
JEPI vs ET
+332.2%
-238.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.4% | +2.9% | -4.3% | -1.8% |
| 3M | +3.5% | +16.8% | -13.2% | +1.3% |
| 6M | +1.9% | +18.9% | -16.9% | -0.7% |
| YTD | +4.4% | +37.7% | -33.3% | -0.4% |
| 1Y | +7.2% | +32.4% | -25.2% | +2.8% |
| 3Y | +29.8% | +99.5% | -69.7% | +17.8% |
| 5Y | +41.7% | +244.0% | -202.2% | +22.1% |
| All | +94.2% | +332.2% | -238.1% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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