-72.7%
FCEL vs JEPI
+93.4%
-166.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.6% | -6.1% | -5.5% |
| 7D | +15.1% | -1.1% | +16.2% | +17.7% |
| 30D | -16.4% | -1.3% | -15.2% | -14.3% |
| 3M | -5.3% | +3.3% | -8.6% | -12.0% |
| 6M | +124.5% | +1.0% | +123.5% | +118.9% |
| YTD | +126.7% | +4.2% | +122.4% | +107.0% |
| 1Y | +219.9% | +7.9% | +212.0% | +174.6% |
| 3Y | -61.6% | +30.0% | -91.7% | -78.6% |
| 5Y | -90.5% | +40.9% | -131.4% | -95.3% |
| All | -72.7% | +93.4% | -166.1% | -95.0% |
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 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