+207.8%
EMR vs JEPI
+93.8%
+114.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.7% | +1.9% | +1.4% |
| 7D | -0.4% | -1.0% | +0.6% | +1.3% |
| 30D | -6.8% | -1.4% | -5.4% | -4.5% |
| 3M | +7.5% | +3.5% | +3.9% | +1.7% |
| 6M | +9.9% | +1.9% | +7.9% | +7.0% |
| YTD | +16.0% | +4.4% | +11.5% | +9.1% |
| 1Y | +12.4% | +7.2% | +5.3% | +1.8% |
| 3Y | +60.2% | +29.8% | +30.5% | +10.9% |
| 5Y | +67.9% | +41.7% | +26.1% | +2.7% |
| All | +207.8% | +93.8% | +114.0% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling