+1,379.8%
FLEX vs JEPI
+95.7%
+1,284.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.2% |
| 7D | -0.9% | -0.3% | -0.6% | -0.3% |
| 30D | -10.1% | +0.1% | -10.3% | -10.5% |
| 3M | -31.3% | +4.8% | -36.1% | -37.0% |
| 6M | +71.3% | +1.0% | +70.3% | +68.2% |
| YTD | +81.2% | +5.5% | +75.8% | +64.6% |
| 1Y | +98.5% | +9.2% | +89.3% | +69.6% |
| 3Y | +428.2% | +31.2% | +397.1% | +235.2% |
| 5Y | +657.3% | +41.4% | +615.9% | +327.7% |
| All | +1,379.8% | +95.7% | +1,284.1% | +339.3% |
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