+3,289.6%
FIX vs JEPI
+100.7%
+3,188.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.1% |
| 7D | +9.4% | +2.7% | +6.7% | +4.5% |
| 30D | -27.8% | +2.5% | -30.3% | -30.8% |
| 3M | -35.6% | +1.9% | -37.5% | -37.7% |
| 6M | -45.2% | +7.7% | -53.0% | -52.2% |
| YTD | +19.5% | +8.2% | +11.3% | +4.2% |
| 1Y | +24.2% | +10.4% | +13.8% | +4.7% |
| 3Y | +494.2% | +36.5% | +457.6% | +257.7% |
| 5Y | +1,036.1% | +44.2% | +991.9% | +533.0% |
| All | +3,289.6% | +100.7% | +3,188.9% | +828.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling