+139.8%
FTNT vs JEPI
+30.1%
+109.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.6% |
| 7D | -0.1% | -1.0% | +0.9% | +1.0% |
| 30D | -3.0% | -1.4% | -1.5% | -1.4% |
| 3M | +7.6% | +3.5% | +4.0% | +2.6% |
| 6M | +87.0% | +1.9% | +85.0% | +81.3% |
| YTD | +96.5% | +4.4% | +92.1% | +83.9% |
| 1Y | +92.9% | +7.2% | +85.7% | +73.9% |
| 3Y | +139.8% | +29.8% | +110.1% | +75.1% |
| All | +139.8% | +30.1% | +109.8% | +75.1% |
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