+4,816.8%
FIX vs JEPI
+93.4%
+4,723.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.0% |
| 7D | +3.5% | -1.1% | +4.7% | +5.7% |
| 30D | -3.5% | -1.3% | -2.2% | -1.4% |
| 3M | -11.8% | +3.3% | -15.1% | -17.1% |
| 6M | +17.8% | +1.0% | +16.8% | +15.8% |
| YTD | +73.3% | +4.2% | +69.1% | +61.3% |
| 1Y | +128.1% | +7.9% | +120.2% | +100.0% |
| 3Y | +772.7% | +30.0% | +742.6% | +472.0% |
| 5Y | +2,166.4% | +40.9% | +2,125.5% | +1,213.0% |
| All | +4,816.8% | +93.4% | +4,723.4% | +1,335.6% |
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