+248.5%
FERG vs JEPI
+93.4%
+155.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.6% |
| 7D | +0.9% | -1.1% | +2.0% | +2.5% |
| 30D | -15.1% | -1.3% | -13.8% | -13.6% |
| 3M | -4.8% | +3.3% | -8.2% | -9.0% |
| 6M | -2.5% | +1.0% | -3.5% | -3.5% |
| YTD | +1.8% | +4.2% | -2.4% | -3.2% |
| 1Y | -0.3% | +7.9% | -8.3% | -9.3% |
| 3Y | +52.9% | +30.0% | +22.9% | +10.6% |
| 5Y | +69.3% | +40.9% | +28.4% | +11.9% |
| All | +248.5% | +93.4% | +155.1% | +75.0% |
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