-62.6%
FCEL vs JEPI
+29.2%
-91.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -5.0% |
| 7D | +6.3% | -2.0% | +8.3% | +10.2% |
| 30D | -18.8% | -2.0% | -16.8% | -15.8% |
| 3M | -3.8% | +3.8% | -7.6% | -10.6% |
| 6M | +121.1% | +0.8% | +120.3% | +116.9% |
| YTD | +113.3% | +3.7% | +109.6% | +99.3% |
| 1Y | +173.5% | +7.1% | +166.4% | +144.0% |
| All | -62.6% | +29.2% | -91.8% | -81.4% |
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