+89.7%
FICO vs JEPI
+98.4%
-8.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.8% |
| 7D | +0.9% | +0.6% | +0.3% | -0.5% |
| 30D | +9.4% | +1.6% | +7.9% | +6.2% |
| 3M | -30.4% | +1.3% | -31.7% | -32.0% |
| 6M | -35.1% | +6.5% | -41.6% | -41.7% |
| YTD | -56.8% | +6.9% | -63.7% | -61.4% |
| 1Y | -58.4% | +9.4% | -67.8% | -64.1% |
| 3Y | -26.7% | +35.0% | -61.7% | -55.1% |
| 5Y | +88.0% | +43.2% | +44.8% | +4.4% |
| All | +89.7% | +98.4% | -8.7% | -44.5% |
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