+9.7%
JEPI vs USFD
+50.4%
-40.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | +2.9% | +1.3% | +1.6% | +2.8% |
| 30D | +2.6% | +10.6% | -8.0% | +1.7% |
| 3M | +2.2% | -2.4% | +4.7% | +2.3% |
| 6M | +7.6% | +28.9% | -21.3% | +5.4% |
| YTD | +8.3% | +43.7% | -35.4% | +4.8% |
| 1Y | +9.7% | +48.5% | -38.8% | +5.7% |
| All | +9.7% | +50.4% | -40.6% | +5.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling