+96.1%
JEPI vs FFIV
+178.3%
-82.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | +0.1% | -0.3% |
| 7D | -0.3% | -1.0% | +0.6% | -0.2% |
| 30D | +0.1% | -5.1% | +5.2% | +0.9% |
| 3M | +4.8% | -4.5% | +9.2% | +5.3% |
| 6M | +1.0% | +36.5% | -35.5% | -5.2% |
| YTD | +5.5% | +53.0% | -47.5% | -3.4% |
| 1Y | +9.2% | +24.2% | -15.0% | +3.8% |
| 3Y | +31.2% | +137.2% | -106.0% | +9.2% |
| 5Y | +41.4% | +91.8% | -50.4% | +19.6% |
| All | +96.1% | +178.3% | -82.1% | +58.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling