-68.6%
BAX vs JEPI
+92.4%
-161.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.2% |
| 7D | -5.4% | -2.0% | -3.4% | -3.0% |
| 30D | -12.4% | -2.0% | -10.4% | -10.1% |
| 3M | +19.1% | +3.8% | +15.3% | +14.3% |
| 6M | +38.6% | +0.8% | +37.8% | +38.0% |
| YTD | +26.7% | +3.7% | +23.0% | +22.5% |
| 1Y | +1.0% | +7.1% | -6.1% | -5.7% |
| 3Y | -33.9% | +29.4% | -63.3% | -48.7% |
| 5Y | -67.0% | +40.8% | -107.8% | -76.4% |
| All | -68.6% | +92.4% | -161.0% | -83.9% |
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 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