+29.8%
JEPI vs ETR
+143.8%
-114.1%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -1.0% | -1.8% | +0.8% | -0.7% |
| 30D | -1.4% | -1.8% | +0.3% | -1.1% |
| 3M | +3.5% | -3.6% | +7.1% | +4.1% |
| 6M | +1.9% | +2.6% | -0.7% | +1.2% |
| YTD | +4.4% | +16.0% | -11.6% | +1.4% |
| 1Y | +7.2% | +20.1% | -12.9% | +3.3% |
| 3Y | +29.8% | +143.6% | -113.8% | +9.7% |
| All | +29.8% | +143.8% | -114.1% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling