+271.4%
FDX vs JEPI
+93.4%
+178.0%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.7% |
| 7D | -2.3% | -1.1% | -1.2% | -0.7% |
| 30D | -4.9% | -1.3% | -3.6% | -3.1% |
| 3M | -6.5% | +3.3% | -9.8% | -10.6% |
| 6M | +6.7% | +1.0% | +5.7% | +5.4% |
| YTD | +33.9% | +4.2% | +29.6% | +26.6% |
| 1Y | +72.2% | +7.9% | +64.2% | +55.1% |
| 3Y | +60.2% | +30.0% | +30.2% | +12.3% |
| 5Y | +62.9% | +40.9% | +22.0% | +2.6% |
| All | +271.4% | +93.4% | +178.0% | +18.5% |
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