+59.4%
FDX vs JEPI
+29.8%
+29.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.7% |
| 7D | -2.3% | -1.1% | -1.2% | -0.6% |
| 30D | -4.9% | -1.3% | -3.6% | -3.0% |
| 3M | -6.5% | +3.3% | -9.8% | -10.8% |
| 6M | +6.7% | +1.0% | +5.7% | +5.3% |
| YTD | +33.9% | +4.2% | +29.6% | +26.5% |
| 1Y | +72.2% | +7.9% | +64.2% | +54.9% |
| All | +59.4% | +29.8% | +29.6% | +9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling