+29.5%
JEPI vs FE
+46.9%
-17.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -1.1% | -0.2% | -1.0% | -1.1% |
| 30D | -1.3% | -1.2% | -0.1% | -1.1% |
| 3M | +3.3% | +1.7% | +1.7% | +3.0% |
| 6M | +1.0% | -7.5% | +8.5% | +2.2% |
| YTD | +4.2% | +6.3% | -2.1% | +3.0% |
| 1Y | +7.9% | +10.9% | -2.9% | +5.8% |
| All | +29.5% | +46.9% | -17.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling