+92.8%
JEPI vs ETSY
-5.3%
+98.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -2.0% | -12.7% | +10.7% | -1.1% |
| 30D | -2.0% | -9.9% | +7.9% | -1.4% |
| 3M | +3.8% | +4.2% | -0.4% | +3.3% |
| 6M | +0.8% | +34.2% | -33.4% | -1.7% |
| YTD | +3.7% | +29.1% | -25.4% | +1.2% |
| 1Y | +7.1% | +23.8% | -16.7% | +4.4% |
| 3Y | +29.4% | +6.6% | +22.7% | +25.5% |
| 5Y | +40.8% | -67.0% | +107.8% | +41.6% |
| All | +92.8% | -5.3% | +98.1% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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