-10.1%
BA vs JEPI
+7.8%
-17.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.1% |
| 7D | -1.2% | -1.1% | 0.0% | +0.7% |
| 30D | -11.3% | -1.3% | -10.1% | -9.4% |
| 3M | -3.8% | +3.3% | -7.1% | -8.3% |
| 6M | -8.3% | +1.0% | -9.3% | -10.6% |
| YTD | -4.9% | +4.2% | -9.2% | -10.7% |
| 1Y | -10.1% | +7.9% | -18.0% | -19.1% |
| All | -10.1% | +7.8% | -17.9% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling