+94.2%
JEPI vs FDS
-4.2%
+98.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +0.9% |
| 7D | -1.0% | -14.0% | +13.0% | +1.4% |
| 30D | -1.4% | -6.2% | +4.8% | -0.6% |
| 3M | +3.5% | +10.2% | -6.6% | +1.3% |
| 6M | +1.9% | +27.4% | -25.5% | -3.8% |
| YTD | +4.4% | -9.3% | +13.7% | +5.5% |
| 1Y | +7.2% | -28.6% | +35.8% | +14.1% |
| 3Y | +29.8% | -36.8% | +66.6% | +41.3% |
| 5Y | +41.7% | -28.6% | +70.3% | +49.3% |
| All | +94.2% | -4.2% | +98.4% | +95.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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