+85.9%
EEM vs JEPI
+30.1%
+55.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.6% |
| 7D | -1.3% | -1.0% | -0.3% | -0.2% |
| 30D | +2.1% | -1.4% | +3.5% | +3.5% |
| 3M | +1.0% | +3.5% | -2.5% | -2.6% |
| 6M | +15.9% | +1.9% | +14.0% | +13.6% |
| YTD | +24.6% | +4.4% | +20.2% | +19.6% |
| 1Y | +32.3% | +7.2% | +25.1% | +23.8% |
| 3Y | +85.9% | +29.8% | +56.1% | +41.5% |
| All | +85.9% | +30.1% | +55.9% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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