+94.9%
JEPI vs EMB
+20.1%
+74.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | -0.6% | -0.5% | -0.1% | -0.3% |
| 3M | +4.8% | +0.3% | +4.5% | +4.6% |
| 6M | +2.1% | +1.2% | +0.9% | +1.4% |
| YTD | +4.8% | +1.5% | +3.4% | +3.9% |
| 1Y | +8.4% | +4.8% | +3.6% | +5.5% |
| 3Y | +30.8% | +30.4% | +0.4% | +13.1% |
| 5Y | +41.0% | +7.3% | +33.7% | +35.2% |
| All | +94.9% | +20.1% | +74.8% | +74.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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