+33.3%
MELI vs JEPI
+30.1%
+3.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -1.4% |
| 7D | -4.1% | -1.0% | -3.1% | -2.8% |
| 30D | +3.8% | -1.4% | +5.2% | +5.8% |
| 3M | +17.8% | +3.5% | +14.3% | +12.8% |
| 6M | +7.4% | +1.9% | +5.5% | +5.1% |
| YTD | -5.8% | +4.4% | -10.2% | -10.5% |
| 1Y | -18.9% | +7.2% | -26.0% | -25.2% |
| 3Y | +33.3% | +29.8% | +3.6% | -10.5% |
| All | +33.3% | +30.1% | +3.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling