+47.3%
BA vs JEPI
+92.4%
-45.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | 0.0% |
| 7D | -2.7% | -2.0% | -0.7% | +0.7% |
| 30D | -12.2% | -2.0% | -10.2% | -9.2% |
| 3M | -2.0% | +3.8% | -5.8% | -7.6% |
| 6M | -6.0% | +0.8% | -6.8% | -6.8% |
| YTD | -5.7% | +3.7% | -9.4% | -10.9% |
| 1Y | -10.0% | +7.1% | -17.1% | -19.4% |
| 3Y | -3.1% | +29.4% | -32.5% | -36.8% |
| 5Y | -2.6% | +40.8% | -43.4% | -44.6% |
| All | +47.3% | +92.4% | -45.1% | -65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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