+142.0%
FICO vs JEPI
+95.7%
+46.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.4% | -16.3% | -16.1% |
| 7D | -19.2% | -0.3% | -18.8% | -18.6% |
| 30D | -14.6% | +0.1% | -14.7% | -14.7% |
| 3M | -20.1% | +4.8% | -24.9% | -25.9% |
| 6M | -36.3% | +1.0% | -37.3% | -37.3% |
| YTD | -44.9% | +5.5% | -50.3% | -49.4% |
| 1Y | -38.6% | +9.2% | -47.8% | -46.7% |
| 3Y | +4.0% | +31.2% | -27.2% | -32.9% |
| 5Y | +99.5% | +41.4% | +58.2% | +13.8% |
| All | +142.0% | +95.7% | +46.3% | -27.3% |
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