-79.9%
FIG vs JEPI
+9.5%
-89.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.9% |
| 7D | -3.8% | -1.0% | -2.8% | -2.6% |
| 30D | -2.3% | -1.4% | -0.9% | -0.7% |
| 3M | +20.0% | +3.5% | +16.4% | +14.9% |
| 6M | -16.7% | +1.9% | -18.6% | -18.4% |
| YTD | -37.9% | +4.4% | -42.4% | -41.6% |
| 1Y | -58.5% | +7.2% | -65.7% | -63.0% |
| All | -79.9% | +9.5% | -89.4% | -80.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling