-23.1%
FLUT vs JEPI
+94.5%
-117.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.4% |
| 7D | +3.8% | -0.2% | +4.0% | +4.1% |
| 30D | +6.3% | -0.6% | +6.9% | +7.2% |
| 3M | -4.0% | +4.8% | -8.8% | -9.6% |
| 6M | -10.3% | +2.1% | -12.4% | -12.6% |
| YTD | -53.2% | +4.8% | -58.0% | -56.0% |
| 1Y | -65.0% | +8.4% | -73.5% | -68.5% |
| 3Y | -43.9% | +30.8% | -74.7% | -59.5% |
| 5Y | -49.2% | +41.0% | -90.2% | -66.6% |
| All | -23.1% | +94.5% | -117.7% | -62.3% |
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