+128.1%
FIX vs JEPI
+7.8%
+120.3%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -0.8% |
| 7D | +3.5% | -1.1% | +4.7% | +6.0% |
| 30D | -3.5% | -1.3% | -2.2% | -1.1% |
| 3M | -11.8% | +3.3% | -15.1% | -19.0% |
| 6M | +17.8% | +1.0% | +16.8% | +14.0% |
| YTD | +73.3% | +4.2% | +69.1% | +57.5% |
| 1Y | +128.1% | +7.9% | +120.2% | +94.5% |
| All | +128.1% | +7.8% | +120.3% | +94.5% |
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