+160.6%
BAC vs JEPI
+100.7%
+59.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.2% |
| 7D | +3.2% | +2.7% | +0.5% | -0.6% |
| 30D | -0.7% | +2.5% | -3.3% | -4.1% |
| 3M | -20.0% | +1.9% | -21.9% | -22.1% |
| 6M | +3.4% | +7.7% | -4.3% | -6.8% |
| YTD | -5.7% | +8.2% | -13.9% | -15.6% |
| 1Y | -1.4% | +10.4% | -11.8% | -14.2% |
| 3Y | +97.9% | +36.5% | +61.4% | +29.3% |
| 5Y | +22.9% | +44.2% | -21.3% | -25.0% |
| All | +160.6% | +100.7% | +59.9% | -11.9% |
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