-53.1%
FISV vs JEPI
+41.5%
-94.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.7% | +4.7% | +4.4% |
| 7D | -2.7% | -1.0% | -1.7% | -1.2% |
| 30D | 0.0% | -1.4% | +1.5% | +2.2% |
| 3M | -2.8% | +3.5% | -6.3% | -7.4% |
| 6M | -11.8% | +1.9% | -13.8% | -14.0% |
| YTD | -23.2% | +4.4% | -27.6% | -27.5% |
| 1Y | -62.0% | +7.2% | -69.2% | -65.1% |
| 3Y | -57.6% | +29.8% | -87.4% | -70.0% |
| All | -53.1% | +41.5% | -94.6% | -70.9% |
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