+3,288.9%
FIX vs JEPI
+98.2%
+3,190.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.1% | +7.4% | +5.6% |
| 7D | -7.2% | +0.3% | -7.6% | -7.8% |
| 30D | -35.1% | +1.4% | -36.6% | -36.6% |
| 3M | -34.3% | +1.3% | -35.6% | -35.7% |
| 6M | -42.9% | +6.3% | -49.3% | -49.0% |
| YTD | +19.5% | +6.8% | +12.6% | +6.6% |
| 1Y | +16.8% | +9.8% | +7.0% | -0.6% |
| 3Y | +506.7% | +36.0% | +470.7% | +268.2% |
| 5Y | +1,046.7% | +43.4% | +1,003.3% | +545.2% |
| All | +3,288.9% | +98.2% | +3,190.7% | +849.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling