-74.9%
FIS vs JEPI
+100.7%
-175.5%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.3% |
| 7D | +2.8% | +2.7% | +0.1% | -0.7% |
| 30D | -16.7% | +2.5% | -19.3% | -20.2% |
| 3M | -32.3% | +1.9% | -34.2% | -34.6% |
| 6M | -29.1% | +7.7% | -36.8% | -36.4% |
| YTD | -54.1% | +8.2% | -62.3% | -59.1% |
| 1Y | -53.7% | +10.4% | -64.1% | -59.9% |
| 3Y | -38.8% | +36.5% | -75.4% | -61.4% |
| 5Y | -71.1% | +44.2% | -115.3% | -83.0% |
| All | -74.9% | +100.7% | -175.5% | -91.6% |
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 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