+151.1%
FOXA vs JEPI
+93.4%
+57.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.5% | -1.5% |
| 7D | -5.4% | -1.1% | -4.3% | -4.3% |
| 30D | +1.1% | -1.3% | +2.4% | +2.6% |
| 3M | -6.1% | +3.3% | -9.5% | -9.3% |
| 6M | +8.2% | +1.0% | +7.2% | +7.0% |
| YTD | -11.8% | +4.2% | -16.0% | -15.9% |
| 1Y | +9.9% | +7.9% | +2.0% | +0.9% |
| 3Y | +110.7% | +30.0% | +80.7% | +58.2% |
| 5Y | +86.9% | +40.9% | +46.0% | +29.1% |
| All | +151.1% | +93.4% | +57.7% | +1.2% |
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