+101.9%
JEPI vs MOD
+2,614.2%
-2,512.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.7% |
| 7D | -0.1% | +8.2% | -8.4% | -0.7% |
| 30D | +2.8% | -38.2% | +41.0% | +5.7% |
| 3M | +2.6% | -46.2% | +48.8% | +6.3% |
| 6M | +8.4% | -62.5% | +70.9% | +14.4% |
| YTD | +8.6% | -20.1% | +28.7% | +8.0% |
| 1Y | +10.4% | -29.7% | +40.1% | +10.4% |
| 3Y | +37.1% | +136.2% | -99.1% | +21.8% |
| 5Y | +45.5% | +820.4% | -774.9% | +14.8% |
| All | +101.9% | +2,614.2% | -2,512.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 MOD 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