+93.8%
JEPI vs FTI
+1,319.8%
-1,226.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.5% |
| 7D | -1.1% | -2.3% | +1.2% | -1.0% |
| 30D | -1.3% | +5.0% | -6.3% | -1.6% |
| 3M | +3.3% | +13.8% | -10.5% | +2.2% |
| 6M | +1.0% | +22.9% | -21.9% | -0.8% |
| YTD | +4.2% | +75.0% | -70.8% | -0.3% |
| 1Y | +7.9% | +96.9% | -89.0% | +2.2% |
| 3Y | +30.0% | +276.7% | -246.7% | +17.1% |
| 5Y | +40.9% | +1,157.0% | -1,116.1% | +18.2% |
| All | +93.8% | +1,319.8% | -1,226.1% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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