+96.1%
JEPI vs FN
+545.2%
-449.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -0.6% |
| 7D | -0.3% | -1.7% | +1.3% | -0.2% |
| 30D | +0.1% | -22.0% | +22.1% | +1.7% |
| 3M | +4.8% | -43.0% | +47.8% | +8.6% |
| 6M | +1.0% | -27.7% | +28.8% | +1.8% |
| YTD | +5.5% | -10.5% | +16.0% | +3.9% |
| 1Y | +9.2% | +12.5% | -3.3% | +4.8% |
| 3Y | +31.2% | +153.8% | -122.6% | +11.6% |
| 5Y | +41.4% | +288.0% | -246.6% | +10.7% |
| All | +96.1% | +545.2% | -449.1% | +39.7% |
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 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