+296.6%
FITB vs JEPI
+94.5%
+202.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | 0.0% | +0.4% |
| 7D | +2.8% | -0.2% | +3.1% | +3.2% |
| 30D | -4.5% | -0.6% | -3.9% | -3.6% |
| 3M | +5.7% | +4.8% | +0.9% | -2.3% |
| 6M | +17.1% | +2.1% | +15.0% | +13.3% |
| YTD | +18.3% | +4.8% | +13.5% | +9.6% |
| 1Y | +23.9% | +8.4% | +15.4% | +8.7% |
| 3Y | +131.1% | +30.8% | +100.3% | +49.4% |
| 5Y | +71.1% | +41.0% | +30.1% | -1.1% |
| All | +296.6% | +94.5% | +202.1% | +5.2% |
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