+127.5%
VXUS vs JEPI
+92.4%
+35.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -0.8% |
| 7D | -1.9% | -2.0% | +0.1% | +0.2% |
| 30D | -0.7% | -2.0% | +1.3% | +1.4% |
| 3M | +4.9% | +3.8% | +1.2% | +0.9% |
| 6M | +9.7% | +0.8% | +8.8% | +8.8% |
| YTD | +15.0% | +3.7% | +11.3% | +10.9% |
| 1Y | +22.4% | +7.1% | +15.3% | +14.2% |
| 3Y | +72.2% | +29.4% | +42.8% | +31.7% |
| 5Y | +52.6% | +40.8% | +11.9% | +6.9% |
| All | +127.5% | +92.4% | +35.1% | +8.0% |
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 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