+52.7%
BA vs JEPI
+95.7%
-43.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +1.2% | -0.3% | +1.5% | +1.7% |
| 30D | -11.6% | +0.1% | -11.8% | -11.8% |
| 3M | -2.4% | +4.8% | -7.1% | -9.4% |
| 6M | -6.6% | +1.0% | -7.6% | -7.8% |
| YTD | -2.2% | +5.5% | -7.7% | -10.2% |
| 1Y | -8.0% | +9.2% | -17.2% | -20.2% |
| 3Y | -5.0% | +31.2% | -36.2% | -39.5% |
| 5Y | -2.7% | +41.4% | -44.1% | -44.8% |
| All | +52.7% | +95.7% | -43.0% | -65.5% |
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