-67.1%
BAX vs JEPI
+40.2%
-107.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.1% |
| 7D | -5.1% | -1.1% | -4.0% | -3.7% |
| 30D | -12.2% | -1.3% | -10.9% | -10.6% |
| 3M | +21.8% | +3.3% | +18.5% | +17.2% |
| 6M | +36.3% | +1.0% | +35.3% | +35.3% |
| YTD | +27.8% | +4.2% | +23.6% | +22.6% |
| 1Y | -0.1% | +7.9% | -8.0% | -7.9% |
| 3Y | -33.3% | +30.0% | -63.3% | -49.0% |
| 5Y | -67.1% | +40.9% | -108.0% | -76.7% |
| All | -67.1% | +40.2% | -107.3% | -76.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling