+448.3%
FTNT vs JEPI
+93.4%
+354.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.8% |
| 7D | +1.7% | -1.1% | +2.9% | +3.7% |
| 30D | -4.3% | -1.3% | -3.0% | -2.3% |
| 3M | +13.6% | +3.3% | +10.3% | +7.1% |
| 6M | +87.6% | +1.0% | +86.6% | +82.7% |
| YTD | +98.0% | +4.2% | +93.8% | +82.2% |
| 1Y | +96.9% | +7.9% | +89.0% | +70.3% |
| 3Y | +145.4% | +30.0% | +115.4% | +50.2% |
| 5Y | +153.0% | +40.9% | +112.1% | +37.9% |
| All | +448.3% | +93.4% | +354.9% | +82.0% |
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