+207.7%
EMR vs JEPI
+94.5%
+113.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.6% |
| 7D | +3.1% | -0.2% | +3.3% | +3.4% |
| 30D | -3.5% | -0.6% | -2.9% | -2.6% |
| 3M | +9.8% | +4.8% | +5.0% | +1.9% |
| 6M | +10.8% | +2.1% | +8.7% | +7.6% |
| YTD | +15.9% | +4.8% | +11.1% | +8.4% |
| 1Y | +16.4% | +8.4% | +8.0% | +3.5% |
| 3Y | +62.1% | +30.8% | +31.3% | +10.8% |
| 5Y | +62.9% | +41.0% | +21.9% | +0.5% |
| All | +207.7% | +94.5% | +113.2% | +3.6% |
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