+41.0%
JEPI vs USFD
+214.9%
-173.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -0.2% | -3.3% | +3.1% | +0.4% |
| 30D | -0.6% | -5.3% | +4.7% | +0.5% |
| 3M | +4.8% | +18.8% | -14.0% | +1.0% |
| 6M | +2.1% | +14.3% | -12.2% | -1.0% |
| YTD | +4.8% | +36.9% | -32.0% | -2.7% |
| 1Y | +8.4% | +31.7% | -23.3% | +1.3% |
| 3Y | +30.8% | +164.5% | -133.7% | +4.4% |
| 5Y | +41.0% | +212.6% | -171.6% | +5.4% |
| All | +41.0% | +214.9% | -173.9% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling