+111.0%
MSCI vs JEPI
+100.7%
+10.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.2% | +1.2% |
| 7D | +2.7% | +2.7% | 0.0% | -1.5% |
| 30D | +17.4% | +2.5% | +14.9% | +12.9% |
| 3M | +14.8% | +1.9% | +12.9% | +11.5% |
| 6M | +16.1% | +7.7% | +8.4% | +3.3% |
| YTD | +16.0% | +8.2% | +7.8% | +2.1% |
| 1Y | +16.4% | +10.4% | +6.1% | -0.9% |
| 3Y | +35.3% | +36.5% | -1.2% | -20.6% |
| 5Y | +6.6% | +44.2% | -37.6% | -41.4% |
| All | +111.0% | +100.7% | +10.3% | -32.5% |
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 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