+48.0%
BAX vs JEPI
+10.9%
+37.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.7% | +2.3% | +0.1% |
| 7D | +4.1% | +1.5% | +2.6% | +0.5% |
| 30D | +9.4% | +3.6% | +5.9% | +0.5% |
| 3M | -6.5% | +2.3% | -8.8% | -11.5% |
| 6M | +59.6% | +5.6% | +53.9% | +40.1% |
| YTD | +38.9% | +7.5% | +31.4% | +19.0% |
| 1Y | +48.0% | +10.6% | +37.4% | +19.8% |
| All | +48.0% | +10.9% | +37.1% | +19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling