+6.8%
JEPI vs MKTX
+5.2%
+1.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.2% | -3.3% |
| 7D | -2.7% | +0.4% | -3.0% | -2.7% |
| 30D | -0.3% | +0.9% | -1.2% | -0.3% |
| 3M | -1.3% | +2.4% | -3.7% | -1.4% |
| 6M | +2.5% | +10.6% | -8.0% | +2.4% |
| YTD | +4.0% | -7.3% | +11.3% | +4.9% |
| 1Y | +6.8% | +4.8% | +2.0% | +7.4% |
| All | +6.8% | +5.2% | +1.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling