+118.3%
VXUS vs JEPI
+100.7%
+17.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.1% | +2.7% | -0.6% | -0.7% |
| 30D | -1.1% | +2.5% | -3.7% | -3.7% |
| 3M | -5.6% | +1.9% | -7.6% | -7.5% |
| 6M | -2.3% | +7.7% | -10.0% | -9.6% |
| YTD | +10.4% | +8.2% | +2.2% | +1.9% |
| 1Y | +13.1% | +10.4% | +2.7% | +2.2% |
| 3Y | +68.0% | +36.5% | +31.5% | +21.5% |
| 5Y | +45.8% | +44.2% | +1.6% | -0.4% |
| All | +118.3% | +100.7% | +17.6% | -0.7% |
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