+76.3%
FDX vs JEPI
+43.6%
+32.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | 0.0% |
| 7D | +0.5% | +0.6% | -0.1% | -0.3% |
| 30D | +9.5% | +1.6% | +8.0% | +7.2% |
| 3M | -1.3% | +1.3% | -2.6% | -3.1% |
| 6M | +5.5% | +6.5% | -0.9% | -3.2% |
| YTD | +38.9% | +6.9% | +31.9% | +26.9% |
| 1Y | +58.8% | +9.4% | +49.4% | +40.7% |
| 3Y | +71.1% | +35.0% | +36.2% | +16.0% |
| 5Y | +76.3% | +43.2% | +33.1% | +8.8% |
| All | +76.3% | +43.6% | +32.7% | +8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling