-90.7%
FCEL vs JEPI
+39.8%
-130.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.5% | -5.4% | -4.8% |
| 7D | +6.3% | -2.0% | +8.3% | +11.0% |
| 30D | -18.8% | -2.0% | -16.8% | -15.3% |
| 3M | -3.8% | +3.8% | -7.6% | -11.7% |
| 6M | +121.1% | +0.8% | +120.3% | +116.3% |
| YTD | +113.3% | +3.7% | +109.6% | +96.7% |
| 1Y | +173.5% | +7.1% | +166.4% | +138.2% |
| 3Y | -63.9% | +29.4% | -93.3% | -80.0% |
| 5Y | -90.7% | +40.8% | -131.4% | -95.4% |
| All | -90.7% | +39.8% | -130.5% | -95.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling