+93.8%
JEPI vs USFD
+421.1%
-327.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.2% |
| 7D | -1.1% | -7.0% | +5.9% | -0.2% |
| 30D | -1.3% | -10.3% | +9.0% | +0.2% |
| 3M | +3.3% | +9.2% | -5.8% | +2.0% |
| 6M | +1.0% | +7.4% | -6.4% | -0.3% |
| YTD | +4.2% | +29.4% | -25.1% | 0.0% |
| 1Y | +7.9% | +24.8% | -16.9% | +4.0% |
| 3Y | +30.0% | +150.0% | -120.0% | +14.1% |
| 5Y | +40.9% | +195.5% | -154.6% | +20.2% |
| All | +93.8% | +421.1% | -327.3% | +59.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling