-53.0%
FISV vs JEPI
+93.4%
-146.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.8% | -3.5% |
| 7D | -6.4% | -1.1% | -5.3% | -4.8% |
| 30D | -6.8% | -1.3% | -5.6% | -5.0% |
| 3M | -10.0% | +3.3% | -13.3% | -14.1% |
| 6M | -20.6% | +1.0% | -21.6% | -21.6% |
| YTD | -27.6% | +4.2% | -31.8% | -31.6% |
| 1Y | -64.3% | +7.9% | -72.3% | -67.7% |
| 3Y | -60.0% | +30.0% | -90.0% | -72.2% |
| 5Y | -57.7% | +40.9% | -98.6% | -73.7% |
| All | -53.0% | +93.4% | -146.4% | -84.5% |
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