+101.7%
FICO vs JEPI
+41.6%
+60.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +1.1% |
| 7D | -15.4% | -0.2% | -15.2% | -15.0% |
| 30D | -10.4% | -0.6% | -9.8% | -9.4% |
| 3M | -22.7% | +4.8% | -27.5% | -28.2% |
| 6M | -36.8% | +2.1% | -38.9% | -38.7% |
| YTD | -44.8% | +4.8% | -49.6% | -48.7% |
| 1Y | -39.3% | +8.4% | -47.8% | -46.4% |
| 3Y | +3.7% | +30.8% | -27.1% | -31.3% |
| 5Y | +101.7% | +41.0% | +60.8% | +14.9% |
| All | +101.7% | +41.6% | +60.1% | +14.9% |
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