+1,359.6%
FLEX vs JEPI
+92.4%
+1,267.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.3% |
| 7D | +0.1% | -2.0% | +2.1% | +3.8% |
| 30D | -11.8% | -2.0% | -9.7% | -8.6% |
| 3M | -22.6% | +3.8% | -26.4% | -27.8% |
| 6M | +77.3% | +0.8% | +76.5% | +74.5% |
| YTD | +78.8% | +3.7% | +75.0% | +67.3% |
| 1Y | +86.1% | +7.1% | +79.0% | +64.6% |
| 3Y | +446.2% | +29.4% | +416.8% | +255.1% |
| 5Y | +689.7% | +40.8% | +648.9% | +348.4% |
| All | +1,359.6% | +92.4% | +1,267.1% | +346.5% |
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 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