+30.8%
JEPI vs FIVE
+59.0%
-28.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.4% | -0.7% |
| 7D | -0.2% | +3.7% | -3.9% | -0.5% |
| 30D | -0.6% | +4.0% | -4.6% | -0.9% |
| 3M | +4.8% | +36.2% | -31.4% | +2.3% |
| 6M | +2.1% | +18.0% | -15.9% | +0.5% |
| YTD | +4.8% | +34.9% | -30.0% | +2.1% |
| 1Y | +8.4% | +67.9% | -59.5% | +3.7% |
| 3Y | +30.8% | +57.3% | -26.5% | +17.8% |
| All | +30.8% | +59.0% | -28.2% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling