+9.7%
JEPI vs FE
+4.7%
+5.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +2.9% | -0.3% | +3.2% | +3.0% |
| 30D | +2.6% | +3.9% | -1.3% | +2.1% |
| 3M | +2.2% | -0.1% | +2.3% | +2.2% |
| 6M | +7.6% | +6.1% | +1.5% | +6.8% |
| YTD | +8.3% | +8.1% | +0.2% | +8.4% |
| 1Y | +9.7% | +4.4% | +5.3% | +10.1% |
| All | +9.7% | +4.7% | +5.0% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling