-22.6%
FPS vs JEPI
+4.6%
-27.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.7% | -19.0% | -20.8% |
| 7D | -23.3% | +1.5% | -24.8% | -26.0% |
| 30D | -42.4% | +3.6% | -46.0% | -47.3% |
| 3M | -43.0% | +2.3% | -45.3% | -46.2% |
| 6M | -44.5% | +5.6% | -50.1% | -52.3% |
| All | -22.6% | +4.6% | -27.2% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling