+24.0%
BA vs JEPI
+98.2%
-74.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.1% | -2.6% | -3.9% |
| 7D | -1.7% | +0.3% | -2.1% | -2.5% |
| 30D | -9.5% | +1.4% | -10.9% | -11.8% |
| 3M | -26.5% | +1.3% | -27.7% | -28.1% |
| 6M | -27.4% | +6.3% | -33.7% | -34.4% |
| YTD | -20.6% | +6.8% | -27.4% | -28.7% |
| 1Y | -11.4% | +9.8% | -21.2% | -24.0% |
| 3Y | -10.8% | +36.0% | -46.8% | -46.7% |
| 5Y | -21.9% | +43.4% | -65.3% | -56.8% |
| All | +24.0% | +98.2% | -74.2% | -72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling