+2,524.2%
FTAI vs JEPI
+93.8%
+2,430.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +1.9% |
| 7D | -5.2% | -1.0% | -4.2% | -3.2% |
| 30D | -17.9% | -1.4% | -16.5% | -15.4% |
| 3M | -22.7% | +3.5% | -26.3% | -27.7% |
| 6M | -28.0% | +1.9% | -29.9% | -29.8% |
| YTD | -5.0% | +4.4% | -9.4% | -11.2% |
| 1Y | +10.4% | +7.2% | +3.2% | -1.6% |
| 3Y | +425.2% | +29.8% | +395.5% | +244.4% |
| 5Y | +890.3% | +41.7% | +848.6% | +468.7% |
| All | +2,524.2% | +93.8% | +2,430.4% | +678.9% |
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