+287.4%
FDX vs JEPI
+95.7%
+191.7%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | 0.0% |
| 7D | -2.5% | -0.3% | -2.2% | -2.0% |
| 30D | +3.8% | +0.1% | +3.7% | +3.6% |
| 3M | -1.3% | +4.8% | -6.1% | -7.6% |
| 6M | +5.0% | +1.0% | +4.0% | +3.8% |
| YTD | +39.6% | +5.5% | +34.2% | +29.8% |
| 1Y | +81.1% | +9.2% | +71.9% | +60.4% |
| 3Y | +63.0% | +31.2% | +31.9% | +12.8% |
| 5Y | +65.6% | +41.4% | +24.2% | +4.0% |
| All | +287.4% | +95.7% | +191.7% | +21.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling