+101.3%
JEPI vs USFD
+478.9%
-377.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | +2.9% | +1.3% | +1.6% | +2.7% |
| 30D | +2.6% | +10.6% | -8.0% | +1.1% |
| 3M | +2.2% | -2.4% | +4.7% | +2.4% |
| 6M | +7.6% | +28.9% | -21.3% | +3.6% |
| YTD | +8.3% | +43.7% | -35.4% | +2.3% |
| 1Y | +9.7% | +48.5% | -38.8% | +3.2% |
| 3Y | +36.7% | +154.7% | -118.0% | +19.4% |
| 5Y | +44.4% | +218.4% | -174.0% | +21.6% |
| All | +101.3% | +478.9% | -377.5% | +63.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling