+44.4%
JEPI vs FIVE
+18.5%
+25.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +2.9% | +2.4% | +0.5% | +2.7% |
| 30D | +2.6% | +15.8% | -13.3% | +1.1% |
| 3M | +2.2% | +3.8% | -1.6% | +1.7% |
| 6M | +7.6% | +18.5% | -10.9% | +5.4% |
| YTD | +8.3% | +31.2% | -22.9% | +4.7% |
| 1Y | +9.7% | +61.8% | -52.1% | +3.8% |
| 3Y | +36.7% | +39.9% | -3.2% | +27.9% |
| 5Y | +44.4% | +18.3% | +26.1% | +34.5% |
| All | +44.4% | +18.5% | +25.9% | +34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling