+41.8%
JEPI vs FND
-63.3%
+105.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -1.0% | -5.8% | +4.8% | -0.3% |
| 30D | -1.4% | -20.2% | +18.8% | +1.3% |
| 3M | +3.5% | -12.0% | +15.5% | +4.7% |
| 6M | +1.9% | -18.5% | +20.4% | +3.7% |
| YTD | +4.4% | -22.3% | +26.7% | +6.6% |
| 1Y | +7.2% | -47.6% | +54.8% | +15.0% |
| 3Y | +29.8% | -49.8% | +79.5% | +36.3% |
| All | +41.8% | -63.3% | +105.1% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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