+92.8%
JEPI vs FIVN
-70.5%
+163.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | -2.0% | -11.3% | +9.3% | -1.3% |
| 30D | -2.0% | -7.3% | +5.3% | -1.6% |
| 3M | +3.8% | +41.7% | -37.9% | +1.0% |
| 6M | +0.8% | +78.3% | -77.4% | -4.0% |
| YTD | +3.7% | +50.9% | -47.2% | -0.3% |
| 1Y | +7.1% | +19.7% | -12.5% | +4.6% |
| 3Y | +29.4% | -55.7% | +85.1% | +32.2% |
| 5Y | +40.8% | -82.6% | +123.3% | +46.6% |
| All | +92.8% | -70.5% | +163.3% | +94.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling