-67.5%
FIS vs JEPI
+93.8%
-161.3%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.8% |
| 7D | -7.9% | -1.0% | -6.9% | -6.6% |
| 30D | -8.0% | -1.4% | -6.5% | -6.0% |
| 3M | +0.6% | +3.5% | -2.9% | -4.0% |
| 6M | -22.2% | +1.9% | -24.1% | -24.2% |
| YTD | -40.8% | +4.4% | -45.2% | -44.2% |
| 1Y | -41.5% | +7.2% | -48.7% | -46.8% |
| 3Y | -25.5% | +29.8% | -55.3% | -48.9% |
| 5Y | -64.8% | +41.7% | -106.5% | -78.7% |
| All | -67.5% | +93.8% | -161.3% | -88.6% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling