-58.5%
FICO vs JEPI
+9.7%
-68.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.6% |
| 7D | +2.2% | +2.7% | -0.5% | -0.9% |
| 30D | +0.1% | +2.5% | -2.5% | -4.1% |
| 3M | -35.2% | +1.9% | -37.1% | -37.2% |
| 6M | -32.4% | +7.7% | -40.1% | -39.8% |
| YTD | -57.4% | +8.2% | -65.6% | -62.3% |
| 1Y | -58.5% | +10.4% | -68.9% | -64.7% |
| All | -58.5% | +9.7% | -68.3% | -64.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling