+94.2%
JEPI vs VEU
+130.3%
-36.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.2% |
| 7D | -1.0% | -1.4% | +0.4% | -0.4% |
| 30D | -1.4% | -0.4% | -1.0% | -1.3% |
| 3M | +3.5% | +2.5% | +1.0% | +2.2% |
| 6M | +1.9% | +11.1% | -9.2% | -3.5% |
| YTD | +4.4% | +16.5% | -12.1% | -3.4% |
| 1Y | +7.2% | +22.9% | -15.7% | -3.5% |
| 3Y | +29.8% | +73.4% | -43.6% | -1.2% |
| 5Y | +41.7% | +56.1% | -14.4% | +10.6% |
| All | +94.2% | +130.3% | -36.1% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 VEU 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