-21.5%
BA vs JEPI
+40.8%
-62.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.4% |
| 7D | +1.1% | -2.0% | +3.0% | +4.1% |
| 30D | -7.9% | 0.0% | -7.9% | -8.1% |
| 3M | -25.3% | -0.8% | -24.5% | -24.5% |
| 6M | -24.6% | +3.2% | -27.8% | -28.2% |
| YTD | -20.1% | +4.7% | -24.8% | -25.5% |
| 1Y | -11.8% | +8.0% | -19.7% | -21.7% |
| 3Y | -10.1% | +32.3% | -42.4% | -42.2% |
| All | -21.5% | +40.8% | -62.3% | -55.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling