+3,266.7%
FIX vs JEPI
+98.4%
+3,168.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.9% |
| 7D | -13.9% | +0.6% | -14.5% | -14.8% |
| 30D | -35.5% | +1.6% | -37.1% | -37.2% |
| 3M | -33.9% | +1.3% | -35.2% | -35.4% |
| 6M | -43.3% | +6.5% | -49.8% | -49.5% |
| YTD | +18.7% | +6.9% | +11.7% | +5.7% |
| 1Y | +13.8% | +9.4% | +4.3% | -2.5% |
| 3Y | +495.0% | +35.0% | +460.0% | +265.5% |
| 5Y | +1,049.0% | +43.2% | +1,005.8% | +547.9% |
| All | +3,266.7% | +98.4% | +3,168.2% | +840.7% |
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