-83.1%
FRMI vs JEPI
+7.6%
-90.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.7% | +1.3% | +1.5% |
| 7D | +7.4% | -1.0% | +8.4% | +8.2% |
| 30D | -27.6% | -1.4% | -26.2% | -26.9% |
| 3M | -20.9% | +3.5% | -24.4% | -23.3% |
| 6M | -36.6% | +1.9% | -38.5% | -37.8% |
| YTD | -31.3% | +4.4% | -35.7% | -28.9% |
| All | -83.1% | +7.6% | -90.6% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling