+9.7%
JEPI vs FN
-21.9%
+31.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.2% |
| 7D | +2.9% | +20.8% | -17.8% | +2.3% |
| 30D | +2.6% | -17.3% | +19.9% | +2.9% |
| 3M | +2.2% | -38.1% | +40.4% | +3.1% |
| 6M | +7.6% | -44.2% | +51.8% | +8.7% |
| YTD | +8.3% | -22.3% | +30.6% | +6.8% |
| 1Y | +9.7% | -20.9% | +30.7% | +7.5% |
| All | +9.7% | -21.9% | +31.6% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling