+41.5%
JEPI vs FFIV
+98.0%
-56.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.4% | -1.3% |
| 7D | -1.1% | +3.5% | -4.6% | -1.8% |
| 30D | -1.3% | -1.3% | 0.0% | -1.1% |
| 3M | +3.3% | +2.4% | +1.0% | +2.5% |
| 6M | +1.0% | +41.8% | -40.8% | -6.6% |
| YTD | +4.2% | +58.5% | -54.3% | -6.2% |
| 1Y | +7.9% | +24.3% | -16.4% | +2.1% |
| 3Y | +30.0% | +152.0% | -122.0% | +3.5% |
| All | +41.5% | +98.0% | -56.6% | +15.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling