+25.6%
BA vs JEPI
+101.5%
-76.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | -0.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.3% |
| 30D | -7.9% | +2.8% | -10.7% | -12.2% |
| 3M | -25.2% | +2.6% | -27.8% | -28.4% |
| 6M | -26.7% | +8.4% | -35.1% | -35.8% |
| YTD | -19.6% | +8.6% | -28.2% | -29.8% |
| 1Y | -10.6% | +10.4% | -21.0% | -23.9% |
| 3Y | -11.2% | +37.1% | -48.3% | -47.6% |
| 5Y | -20.4% | +45.5% | -65.9% | -57.0% |
| All | +25.6% | +101.5% | -76.0% | -73.0% |
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 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