+93.8%
JEPI vs FLR
+406.3%
-312.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.6% | -0.3% |
| 7D | -1.1% | -3.1% | +2.0% | -0.9% |
| 30D | -1.3% | +4.9% | -6.2% | -1.7% |
| 3M | +3.3% | +10.8% | -7.5% | +2.2% |
| 6M | +1.0% | +19.7% | -18.7% | -1.0% |
| YTD | +4.2% | +38.4% | -34.1% | +0.9% |
| 1Y | +7.9% | +34.7% | -26.8% | +4.5% |
| 3Y | +30.0% | +56.7% | -26.6% | +22.4% |
| 5Y | +40.9% | +241.6% | -200.7% | +26.6% |
| All | +93.8% | +406.3% | -312.5% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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