+122.9%
FIX vs JEPI
+9.5%
+113.4%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.7% |
| 7D | +6.0% | -0.3% | +6.4% | +6.8% |
| 30D | -7.2% | +0.1% | -7.4% | -7.7% |
| 3M | -15.9% | +4.8% | -20.6% | -25.0% |
| 6M | +12.7% | +1.0% | +11.7% | +9.5% |
| YTD | +72.8% | +5.5% | +67.3% | +53.1% |
| 1Y | +122.9% | +9.2% | +113.7% | +84.2% |
| All | +122.9% | +9.5% | +113.4% | +84.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling