+32.3%
JEPI vs FN
+101.0%
-68.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +11.7% | -11.6% | -0.5% |
| 7D | -2.0% | 0.0% | -1.9% | -2.1% |
| 30D | 0.0% | -34.3% | +34.3% | +1.8% |
| 3M | -0.8% | -39.9% | +39.1% | +1.3% |
| 6M | +3.2% | -51.8% | +55.1% | +6.3% |
| YTD | +4.7% | -28.1% | +32.8% | +4.1% |
| 1Y | +8.0% | -29.1% | +37.1% | +7.2% |
| 3Y | +32.3% | +102.4% | -70.1% | +18.7% |
| All | +32.3% | +101.0% | -68.7% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling