+93.8%
JEPI vs FTV
+54.2%
+39.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.7% | -0.3% |
| 7D | -1.1% | -1.3% | +0.1% | -0.8% |
| 30D | -1.3% | -9.5% | +8.2% | +1.3% |
| 3M | +3.3% | -10.9% | +14.3% | +6.3% |
| 6M | +1.0% | -0.6% | +1.6% | +0.7% |
| YTD | +4.2% | +1.4% | +2.8% | +2.9% |
| 1Y | +7.9% | +17.6% | -9.7% | +2.0% |
| 3Y | +30.0% | -3.3% | +33.3% | +28.1% |
| 5Y | +40.9% | -0.1% | +41.1% | +33.4% |
| All | +93.8% | +54.2% | +39.6% | +71.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling