-64.8%
FIS vs JEPI
+39.8%
-104.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.9% |
| 7D | -8.9% | -2.0% | -6.9% | -6.3% |
| 30D | -9.9% | -2.0% | -7.9% | -7.3% |
| 3M | 0.0% | +3.8% | -3.8% | -4.8% |
| 6M | -22.9% | +0.8% | -23.7% | -23.7% |
| YTD | -40.9% | +3.7% | -44.6% | -43.6% |
| 1Y | -40.4% | +7.1% | -47.5% | -45.6% |
| 3Y | -25.4% | +29.4% | -54.7% | -48.2% |
| 5Y | -64.8% | +40.8% | -105.6% | -78.7% |
| All | -64.8% | +39.8% | -104.7% | -78.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling