+77.8%
MSCI vs JEPI
+93.4%
-15.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.5% |
| 7D | -1.1% | -1.1% | +0.1% | +0.7% |
| 30D | -1.2% | -1.3% | +0.1% | +0.8% |
| 3M | -8.4% | +3.3% | -11.7% | -13.0% |
| 6M | -1.0% | +1.0% | -2.0% | -2.8% |
| YTD | -2.3% | +4.2% | -6.5% | -8.9% |
| 1Y | -1.2% | +7.9% | -9.1% | -13.0% |
| 3Y | +7.9% | +30.0% | -22.1% | -31.4% |
| 5Y | -10.1% | +40.9% | -51.0% | -48.8% |
| All | +77.8% | +93.4% | -15.6% | -39.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling