+41.8%
JEPI vs FIVN
-82.2%
+124.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -1.0% | -7.8% | +6.8% | -0.4% |
| 30D | -1.4% | -1.7% | +0.3% | -1.4% |
| 3M | +3.5% | +47.2% | -43.6% | +0.2% |
| 6M | +1.9% | +82.7% | -80.8% | -3.7% |
| YTD | +4.4% | +52.9% | -48.5% | -0.2% |
| 1Y | +7.2% | +17.5% | -10.3% | +4.6% |
| 3Y | +29.8% | -55.8% | +85.6% | +33.4% |
| All | +41.8% | -82.2% | +124.0% | +51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN 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 FIVN 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