+41.0%
JEPI vs FN
+299.7%
-258.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -0.8% |
| 7D | -0.2% | +3.5% | -3.8% | -0.5% |
| 30D | -0.6% | -26.0% | +25.4% | +1.2% |
| 3M | +4.8% | -33.3% | +38.0% | +7.2% |
| 6M | +2.1% | -14.9% | +17.0% | +1.5% |
| YTD | +4.8% | -8.6% | +13.4% | +3.1% |
| 1Y | +8.4% | +12.3% | -3.9% | +4.2% |
| 3Y | +30.8% | +174.4% | -143.6% | +11.0% |
| 5Y | +41.0% | +296.4% | -255.4% | +10.4% |
| All | +41.0% | +299.7% | -258.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling