+86.2%
FICO vs JEPI
+101.0%
-14.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.1% |
| 7D | +1.4% | +2.9% | -1.5% | -3.1% |
| 30D | -0.8% | +2.6% | -3.3% | -5.2% |
| 3M | -31.3% | +2.2% | -33.5% | -33.9% |
| 6M | -33.9% | +7.6% | -41.5% | -41.6% |
| YTD | -57.6% | +8.3% | -65.9% | -62.8% |
| 1Y | -59.7% | +9.7% | -69.4% | -65.4% |
| 3Y | -28.0% | +36.7% | -64.7% | -56.8% |
| 5Y | +91.0% | +44.4% | +46.6% | +4.8% |
| All | +86.2% | +101.0% | -14.7% | -46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling