+4.9%
FXI vs JEPI
+94.5%
-89.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.8% | -1.9% |
| 7D | -1.0% | -0.2% | -0.7% | -0.8% |
| 30D | -3.2% | -0.6% | -2.6% | -2.7% |
| 3M | +1.7% | +4.8% | -3.1% | -2.7% |
| 6M | -1.6% | +2.1% | -3.7% | -3.5% |
| YTD | -7.9% | +4.8% | -12.7% | -11.9% |
| 1Y | -9.6% | +8.4% | -18.1% | -16.1% |
| 3Y | +40.5% | +30.8% | +9.7% | +9.8% |
| 5Y | -6.2% | +41.0% | -47.2% | -31.6% |
| All | +4.9% | +94.5% | -89.6% | -45.2% |
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