+56.1%
FDX vs JEPI
+7.1%
+49.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.3% | -0.6% | +1.2% |
| 7D | +2.9% | -2.7% | +5.6% | +7.2% |
| 30D | +9.6% | -0.3% | +9.9% | +9.8% |
| 3M | +2.4% | -1.3% | +3.7% | +4.4% |
| 6M | +9.2% | +2.5% | +6.7% | +4.6% |
| YTD | +37.7% | +4.0% | +33.8% | +30.0% |
| 1Y | +56.1% | +6.8% | +49.3% | +41.9% |
| All | +56.1% | +7.1% | +49.0% | +41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling