+94.9%
JEPI vs FFIV
+177.6%
-82.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.2% | -1.5% | +1.3% | 0.0% |
| 30D | -0.6% | -2.7% | +2.1% | -0.2% |
| 3M | +4.8% | -1.7% | +6.5% | +4.8% |
| 6M | +2.1% | +36.1% | -34.0% | -4.1% |
| YTD | +4.8% | +52.6% | -47.8% | -3.9% |
| 1Y | +8.4% | +21.5% | -13.1% | +3.5% |
| 3Y | +30.8% | +142.7% | -111.9% | +8.4% |
| 5Y | +41.0% | +92.6% | -51.6% | +19.2% |
| All | +94.9% | +177.6% | -82.7% | +58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded FFIV 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling