+83.7%
MSCI vs JEPI
+95.7%
-12.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | +0.3% |
| 7D | +0.4% | -0.3% | +0.7% | +0.9% |
| 30D | +0.6% | +0.1% | +0.4% | +0.3% |
| 3M | -7.1% | +4.8% | -11.8% | -13.6% |
| 6M | +0.8% | +1.0% | -0.2% | -1.0% |
| YTD | +1.0% | +5.5% | -4.5% | -7.6% |
| 1Y | +4.3% | +9.2% | -4.9% | -9.9% |
| 3Y | +9.9% | +31.2% | -21.2% | -31.0% |
| 5Y | -6.8% | +41.4% | -48.1% | -47.2% |
| All | +83.7% | +95.7% | -12.0% | -39.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling