+48.6%
JEPI vs FGI
-68.3%
+116.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.9% |
| 7D | -0.1% | +6.9% | -7.0% | -0.2% |
| 30D | +2.8% | +3.9% | -1.1% | +2.8% |
| 3M | +2.6% | +74.3% | -71.7% | +2.0% |
| 6M | +8.4% | +28.9% | -20.6% | +7.8% |
| YTD | +8.6% | +39.1% | -30.5% | +7.7% |
| 1Y | +10.4% | +49.3% | -39.0% | +9.2% |
| 3Y | +37.1% | +5.7% | +31.4% | +35.6% |
| All | +48.6% | -68.3% | +116.8% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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