+92.8%
JEPI vs FCUV
-99.5%
+192.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.5% |
| 7D | -2.0% | -72.0% | +69.9% | -1.8% |
| 30D | -2.0% | -8.0% | +6.0% | -2.1% |
| 3M | +3.8% | +66.3% | -62.5% | +2.6% |
| 6M | +0.8% | -75.3% | +76.1% | +0.4% |
| YTD | +3.7% | -83.0% | +86.7% | +3.4% |
| 1Y | +7.1% | -94.7% | +101.8% | +7.2% |
| 3Y | +29.4% | -99.3% | +128.7% | +29.3% |
| 5Y | +40.8% | -99.9% | +140.6% | +41.0% |
| All | +92.8% | -99.5% | +192.4% | +93.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling