-51.2%
FLUT vs JEPI
+39.8%
-91.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | 0.0% |
| 7D | -3.6% | -2.0% | -1.5% | -0.9% |
| 30D | -0.3% | -2.0% | +1.7% | +2.5% |
| 3M | -12.6% | +3.8% | -16.4% | -16.8% |
| 6M | -8.0% | +0.8% | -8.8% | -8.9% |
| YTD | -54.1% | +3.7% | -57.8% | -56.4% |
| 1Y | -66.1% | +7.1% | -73.2% | -69.1% |
| 3Y | -45.0% | +29.4% | -74.4% | -60.3% |
| 5Y | -51.2% | +40.8% | -92.0% | -68.8% |
| All | -51.2% | +39.8% | -91.1% | -68.8% |
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