+94.2%
JEPI vs FCUV
-99.5%
+193.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.7% |
| 7D | -1.0% | -66.5% | +65.5% | -0.8% |
| 30D | -1.4% | +5.0% | -6.4% | -1.6% |
| 3M | +3.5% | +63.8% | -60.2% | +2.4% |
| 6M | +1.9% | -67.8% | +69.8% | +1.4% |
| YTD | +4.4% | -82.4% | +86.8% | +4.1% |
| 1Y | +7.2% | -94.7% | +101.9% | +7.3% |
| 3Y | +29.8% | -99.3% | +129.0% | +29.7% |
| 5Y | +41.7% | -99.9% | +141.6% | +42.0% |
| All | +94.2% | -99.5% | +193.7% | +94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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