+24.2%
FIX vs JEPI
+9.7%
+14.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.1% |
| 7D | +9.4% | +2.7% | +6.7% | +3.6% |
| 30D | -27.8% | +2.5% | -30.3% | -31.2% |
| 3M | -35.6% | +1.9% | -37.5% | -37.9% |
| 6M | -45.2% | +7.7% | -53.0% | -54.1% |
| YTD | +19.5% | +8.2% | +11.3% | -0.2% |
| 1Y | +24.2% | +10.4% | +13.8% | -1.7% |
| All | +24.2% | +9.7% | +14.5% | -1.7% |
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 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