-19.0%
BAX vs JEPI
+36.7%
-55.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +0.1% | +2.7% | -2.6% | -4.2% |
| 30D | +4.1% | +2.5% | +1.5% | -0.3% |
| 3M | -4.5% | +1.9% | -6.5% | -7.6% |
| 6M | +49.2% | +7.7% | +41.5% | +32.4% |
| YTD | +35.2% | +8.2% | +27.1% | +20.2% |
| 1Y | +38.3% | +10.4% | +27.9% | +19.3% |
| 3Y | -19.0% | +36.5% | -55.6% | -50.5% |
| All | -19.0% | +36.7% | -55.7% | -50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling