+92.8%
JEPI vs ETR
+170.3%
-77.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | -2.0% | -1.9% | -0.1% | -1.6% |
| 30D | -2.0% | -0.2% | -1.8% | -2.0% |
| 3M | +3.8% | -3.7% | +7.5% | +4.6% |
| 6M | +0.8% | +2.1% | -1.3% | 0.0% |
| YTD | +3.7% | +16.5% | -12.7% | -0.3% |
| 1Y | +7.1% | +22.5% | -15.4% | +1.6% |
| 3Y | +29.4% | +144.7% | -115.3% | +2.4% |
| 5Y | +40.8% | +125.2% | -84.5% | +13.5% |
| All | +92.8% | +170.3% | -77.5% | +48.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling