-0.3%
BA vs JEPI
+30.9%
-31.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.2% |
| 7D | +2.5% | -0.2% | +2.7% | +2.8% |
| 30D | -10.1% | -0.6% | -9.5% | -9.3% |
| 3M | -2.4% | +4.8% | -7.2% | -8.6% |
| 6M | -8.8% | +2.1% | -10.9% | -11.3% |
| YTD | -2.9% | +4.8% | -7.8% | -9.1% |
| 1Y | -8.8% | +8.4% | -17.2% | -18.6% |
| 3Y | -0.3% | +30.8% | -31.0% | -29.2% |
| All | -0.3% | +30.9% | -31.1% | -29.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling