+0.7%
FPS vs JEPI
+1.0%
-0.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.3% | -4.4% |
| 7D | -4.6% | -2.0% | -2.5% | +1.0% |
| 30D | -22.6% | -2.0% | -20.6% | -18.1% |
| 3M | -45.1% | +3.8% | -48.9% | -51.6% |
| 6M | -17.8% | +0.8% | -18.7% | -13.5% |
| All | +0.7% | +1.0% | -0.3% | +3.8% |
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 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