+24.7%
BA vs JEPI
+98.4%
-73.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.4% |
| 7D | 0.0% | +0.6% | -0.5% | -1.1% |
| 30D | -8.9% | +1.6% | -10.5% | -11.5% |
| 3M | -25.5% | +1.3% | -26.8% | -27.2% |
| 6M | -27.0% | +6.5% | -33.4% | -34.1% |
| YTD | -20.1% | +6.9% | -27.1% | -28.4% |
| 1Y | -11.0% | +9.4% | -20.4% | -23.2% |
| 3Y | -11.8% | +35.0% | -46.8% | -46.6% |
| 5Y | -20.6% | +43.2% | -63.9% | -56.0% |
| All | +24.7% | +98.4% | -73.7% | -72.5% |
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