-23.2%
FLUT vs JEPI
+93.8%
-117.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.0% |
| 7D | +0.4% | -1.0% | +1.4% | +1.8% |
| 30D | +2.5% | -1.4% | +3.9% | +4.6% |
| 3M | -9.2% | +3.5% | -12.8% | -13.2% |
| 6M | -8.2% | +1.9% | -10.2% | -10.4% |
| YTD | -53.2% | +4.4% | -57.7% | -55.9% |
| 1Y | -65.6% | +7.2% | -72.8% | -68.5% |
| 3Y | -43.6% | +29.8% | -73.3% | -58.8% |
| 5Y | -50.3% | +41.7% | -92.0% | -67.5% |
| All | -23.2% | +93.8% | -117.0% | -62.1% |
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