+94.2%
JEPI vs FTV
+51.1%
+43.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -1.0% | -4.0% | +3.0% | +0.1% |
| 30D | -1.4% | -11.0% | +9.6% | +1.6% |
| 3M | +3.5% | -8.4% | +12.0% | +5.7% |
| 6M | +1.9% | -2.6% | +4.5% | +2.1% |
| YTD | +4.4% | -0.6% | +5.1% | +3.6% |
| 1Y | +7.2% | +11.0% | -3.8% | +3.0% |
| 3Y | +29.8% | -6.3% | +36.1% | +29.0% |
| 5Y | +41.7% | -1.5% | +43.3% | +34.8% |
| All | +94.2% | +51.1% | +43.1% | +72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling