+967.1%
FLEX vs JEPI
+101.5%
+865.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.0% | +2.8% | +2.0% |
| 7D | +2.2% | -0.1% | +2.4% | +3.4% |
| 30D | -32.6% | +2.8% | -35.5% | -35.6% |
| 3M | -35.5% | +2.6% | -38.1% | -38.0% |
| 6M | -45.6% | +8.4% | -53.9% | -52.7% |
| YTD | +30.7% | +8.6% | +22.1% | +13.4% |
| 1Y | +28.4% | +10.4% | +18.0% | +8.4% |
| 3Y | +301.7% | +37.1% | +264.6% | +137.2% |
| 5Y | +473.3% | +45.5% | +427.8% | +209.6% |
| All | +967.1% | +101.5% | +865.6% | +202.7% |
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