+94.2%
JEPI vs FFIV
+193.4%
-99.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.1% |
| 7D | -1.0% | +5.4% | -6.4% | -1.9% |
| 30D | -1.4% | -2.7% | +1.2% | -1.1% |
| 3M | +3.5% | +4.5% | -1.0% | +2.4% |
| 6M | +1.9% | +42.2% | -40.3% | -5.0% |
| YTD | +4.4% | +61.3% | -56.9% | -5.2% |
| 1Y | +7.2% | +23.0% | -15.9% | +2.2% |
| 3Y | +29.8% | +156.3% | -126.5% | +6.5% |
| 5Y | +41.7% | +102.9% | -61.1% | +18.8% |
| All | +94.2% | +193.4% | -99.2% | +55.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling