+16.5%
FTAI vs JEPI
+10.9%
+5.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.7% | -12.2% | -15.2% |
| 7D | +7.4% | +1.5% | +6.0% | +2.9% |
| 30D | +9.0% | +3.6% | +5.5% | -1.6% |
| 3M | -18.9% | +2.3% | -21.2% | -24.0% |
| 6M | -24.9% | +5.6% | -30.5% | -35.9% |
| YTD | -8.3% | +7.5% | -15.7% | -21.5% |
| 1Y | +16.5% | +10.6% | +5.9% | -3.7% |
| All | +16.5% | +10.9% | +5.6% | -3.7% |
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