+82.9%
FICO vs JEPI
+94.2%
-11.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -0.9% | -2.0% | +1.0% | +1.8% |
| 30D | +3.3% | 0.0% | +3.4% | +2.8% |
| 3M | -31.7% | -0.8% | -30.9% | -31.1% |
| 6M | -34.0% | +3.2% | -37.2% | -37.7% |
| YTD | -58.3% | +4.7% | -63.0% | -61.5% |
| 1Y | -57.9% | +8.0% | -65.9% | -63.0% |
| 3Y | -24.1% | +32.3% | -56.4% | -52.0% |
| 5Y | +85.3% | +40.5% | +44.8% | +5.9% |
| All | +82.9% | +94.2% | -11.3% | -44.7% |
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 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