+40.8%
JEPI vs FHN
+87.6%
-46.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -2.0% | -2.6% | +0.6% | -1.7% |
| 3M | +3.8% | +0.8% | +2.9% | +3.6% |
| 6M | +0.8% | +9.2% | -8.4% | -0.2% |
| YTD | +3.7% | +5.1% | -1.4% | +3.0% |
| 1Y | +7.1% | +12.2% | -5.1% | +5.4% |
| 3Y | +29.4% | +132.4% | -103.0% | +19.1% |
| 5Y | +40.8% | +91.1% | -50.3% | +27.6% |
| All | +40.8% | +87.6% | -46.9% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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