+10.4%
JEPI vs FGI
+50.2%
-39.8%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +2.3% |
| 6M | +8.4% | +28.9% | -20.6% | +8.1% |
| YTD | +8.6% | +39.1% | -30.5% | +8.3% |
| 1Y | +10.4% | +49.3% | -39.0% | +9.1% |
| All | +10.4% | +50.2% | -39.8% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling