-48.5%
FPS vs JEPI
+8.0%
-56.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -0.3% | -9.6% | -9.0% |
| 7D | +21.6% | +2.9% | +18.7% | +14.0% |
| 30D | -38.8% | +2.6% | -41.3% | -39.4% |
| 3M | -42.1% | +2.2% | -44.4% | -42.7% |
| 6M | -48.5% | +7.6% | -56.1% | -51.8% |
| All | -48.5% | +8.0% | -56.5% | -51.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling