+140.2%
VEA vs JEPI
+92.4%
+47.7%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.7% | -0.7% |
| 7D | -2.1% | -2.0% | 0.0% | +0.2% |
| 30D | -1.1% | -2.0% | +1.0% | +1.2% |
| 3M | +5.1% | +3.8% | +1.3% | +0.8% |
| 6M | +9.8% | +0.8% | +9.0% | +8.8% |
| YTD | +15.9% | +3.7% | +12.2% | +11.5% |
| 1Y | +24.6% | +7.1% | +17.4% | +15.7% |
| 3Y | +75.5% | +29.4% | +46.1% | +32.0% |
| 5Y | +59.4% | +40.8% | +18.6% | +9.2% |
| All | +140.2% | +92.4% | +47.7% | +9.1% |
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