+111.3%
EEM vs JEPI
+93.4%
+17.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | 0.0% |
| 7D | +2.0% | -1.1% | +3.1% | +3.1% |
| 30D | +5.1% | -1.3% | +6.4% | +6.3% |
| 3M | +4.6% | +3.3% | +1.2% | +1.3% |
| 6M | +17.8% | +1.0% | +16.8% | +16.7% |
| YTD | +25.8% | +4.2% | +21.6% | +21.2% |
| 1Y | +36.4% | +7.9% | +28.5% | +27.3% |
| 3Y | +90.0% | +30.0% | +60.0% | +49.3% |
| 5Y | +46.6% | +40.9% | +5.6% | +7.0% |
| All | +111.3% | +93.4% | +17.9% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling