+100.7%
JEPI vs FN
+484.4%
-383.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.9% | -4.9% | +0.5% |
| 7D | -0.1% | +8.0% | -8.1% | -0.8% |
| 30D | +2.2% | -19.1% | +21.3% | +3.3% |
| 3M | +2.0% | -29.8% | +31.8% | +3.8% |
| 6M | +7.7% | -43.2% | +50.9% | +10.7% |
| YTD | +8.0% | -18.9% | +26.9% | +6.5% |
| 1Y | +9.7% | -17.9% | +27.6% | +7.8% |
| 3Y | +36.3% | +120.1% | -83.8% | +16.9% |
| 5Y | +44.6% | +206.7% | -162.1% | +15.2% |
| All | +100.7% | +484.4% | -383.7% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling