+94.9%
JEPI vs FDS
+6.6%
+88.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.1% |
| 7D | -0.2% | -5.4% | +5.2% | +0.6% |
| 30D | -0.6% | +1.6% | -2.2% | -1.0% |
| 3M | +4.8% | +17.7% | -12.9% | +1.5% |
| 6M | +2.1% | +29.1% | -27.0% | -3.4% |
| YTD | +4.8% | +1.0% | +3.9% | +4.1% |
| 1Y | +8.4% | -21.6% | +30.1% | +13.9% |
| 3Y | +30.8% | -30.1% | +60.9% | +40.2% |
| 5Y | +41.0% | -20.7% | +61.7% | +46.1% |
| All | +94.9% | +6.6% | +88.4% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling