+725.7%
FLEX vs JEPI
+40.2%
+685.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -0.4% |
| 7D | +6.4% | -1.1% | +7.5% | +8.5% |
| 30D | -5.9% | -1.3% | -4.6% | -3.9% |
| 3M | -23.5% | +3.3% | -26.8% | -28.0% |
| 6M | +83.7% | +1.0% | +82.7% | +80.2% |
| YTD | +86.5% | +4.2% | +82.3% | +73.1% |
| 1Y | +100.5% | +7.9% | +92.6% | +75.3% |
| 3Y | +469.8% | +30.0% | +439.8% | +272.4% |
| 5Y | +725.7% | +40.9% | +684.7% | +374.0% |
| All | +725.7% | +40.2% | +685.4% | +374.0% |
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 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