+3,337.1%
FIX vs JEPI
+101.0%
+3,236.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.3% | -2.5% | -2.3% |
| 7D | +17.0% | +2.9% | +14.1% | +11.3% |
| 30D | -30.6% | +2.6% | -33.2% | -33.5% |
| 3M | -35.0% | +2.2% | -37.3% | -37.5% |
| 6M | -44.0% | +7.6% | -51.5% | -51.0% |
| YTD | +21.1% | +8.3% | +12.8% | +5.4% |
| 1Y | +16.3% | +9.7% | +6.5% | -0.9% |
| 3Y | +507.4% | +36.7% | +470.7% | +264.7% |
| 5Y | +1,052.1% | +44.4% | +1,007.7% | +540.2% |
| All | +3,337.1% | +101.0% | +3,236.1% | +838.6% |
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