+50.0%
FDX vs JEPI
+10.0%
+39.9%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.6% |
| 7D | +0.8% | +2.9% | -2.1% | -3.6% |
| 30D | +9.9% | +2.6% | +7.3% | +5.4% |
| 3M | -1.9% | +2.2% | -4.1% | -5.3% |
| 6M | +6.1% | +7.6% | -1.5% | -5.9% |
| YTD | +38.8% | +8.3% | +30.5% | +22.9% |
| 1Y | +50.0% | +9.7% | +40.3% | +30.6% |
| All | +50.0% | +10.0% | +39.9% | +30.6% |
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