+36.0%
FXI vs JEPI
+29.2%
+6.9%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.1% |
| 7D | -2.8% | -2.0% | -0.8% | -0.9% |
| 30D | -3.7% | -2.0% | -1.7% | -1.8% |
| 3M | -0.4% | +3.8% | -4.2% | -4.0% |
| 6M | -5.4% | +0.8% | -6.2% | -6.3% |
| YTD | -9.6% | +3.7% | -13.3% | -12.8% |
| 1Y | -11.9% | +7.1% | -19.0% | -17.6% |
| All | +36.0% | +29.2% | +6.9% | +4.5% |
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