+92.8%
JEPI vs USFD
+413.7%
-320.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.3% |
| 7D | -2.0% | -8.0% | +6.0% | -0.9% |
| 30D | -2.0% | -13.1% | +11.1% | -0.2% |
| 3M | +3.8% | +6.5% | -2.7% | +2.7% |
| 6M | +0.8% | +5.7% | -4.9% | -0.2% |
| YTD | +3.7% | +27.5% | -23.8% | -0.3% |
| 1Y | +7.1% | +23.4% | -16.3% | +3.4% |
| 3Y | +29.4% | +146.4% | -117.0% | +13.8% |
| 5Y | +40.8% | +196.8% | -156.0% | +20.2% |
| All | +92.8% | +413.7% | -320.9% | +59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded USFD 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling