+7.3%
MSCI vs JEPI
+30.9%
-23.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.2% | -3.1% |
| 7D | -2.1% | -0.2% | -1.8% | -1.8% |
| 30D | -1.7% | -0.6% | -1.1% | -1.0% |
| 3M | -8.2% | +4.8% | -13.0% | -13.1% |
| 6M | -2.4% | +2.1% | -4.5% | -4.8% |
| YTD | -2.8% | +4.8% | -7.7% | -8.4% |
| 1Y | -2.7% | +8.4% | -11.1% | -12.1% |
| 3Y | +7.3% | +30.8% | -23.5% | -23.8% |
| All | +7.3% | +30.9% | -23.6% | -23.8% |
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 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