+219.6%
BAC vs JEPI
+92.4%
+127.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | +0.5% |
| 7D | -0.3% | -2.0% | +1.8% | +2.7% |
| 30D | -1.8% | -2.0% | +0.3% | +1.1% |
| 3M | +15.3% | +3.8% | +11.5% | +9.4% |
| 6M | +30.2% | +0.8% | +29.3% | +28.7% |
| YTD | +15.6% | +3.7% | +11.9% | +9.8% |
| 1Y | +27.5% | +7.1% | +20.3% | +15.7% |
| 3Y | +137.0% | +29.4% | +107.6% | +67.1% |
| 5Y | +75.6% | +40.8% | +34.8% | +10.9% |
| All | +219.6% | +92.4% | +127.1% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling