+948.1%
FIX vs JEPI
+40.5%
+907.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +0.1% | +5.4% | +5.3% |
| 7D | -17.5% | -2.0% | -15.5% | -14.5% |
| 30D | -41.6% | 0.0% | -41.5% | -41.5% |
| 3M | -40.6% | -0.8% | -39.8% | -39.8% |
| 6M | -49.4% | +3.2% | -52.6% | -52.3% |
| YTD | +9.2% | +4.7% | +4.5% | +1.0% |
| 1Y | +6.5% | +8.0% | -1.5% | -6.6% |
| 3Y | +448.7% | +32.3% | +416.4% | +254.2% |
| All | +948.1% | +40.5% | +907.6% | +521.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling