+367.2%
FSLR vs JEPI
+95.7%
+271.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.5% |
| 30D | -13.7% | +0.1% | -13.8% | -13.8% |
| 3M | -35.1% | +4.8% | -39.8% | -38.7% |
| 6M | +3.6% | +1.0% | +2.6% | +2.5% |
| YTD | -21.7% | +5.5% | -27.2% | -26.9% |
| 1Y | +1.3% | +9.2% | -7.9% | -9.4% |
| 3Y | +9.7% | +31.2% | -21.5% | -22.8% |
| 5Y | +117.4% | +41.4% | +76.0% | +40.8% |
| All | +367.2% | +95.7% | +271.5% | +86.5% |
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