+43.8%
JEPI vs FRSH
-72.5%
+116.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | -1.0% | -6.6% | +5.6% | -0.5% |
| 30D | -1.4% | +2.1% | -3.5% | -1.6% |
| 3M | +3.5% | +29.0% | -25.4% | +1.5% |
| 6M | +1.9% | +48.6% | -46.7% | -1.4% |
| YTD | +4.4% | -2.9% | +7.4% | +4.0% |
| 1Y | +7.2% | -7.9% | +15.1% | +7.1% |
| 3Y | +29.8% | -46.5% | +76.3% | +32.8% |
| All | +43.8% | -72.5% | +116.3% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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