-67.7%
BAX vs JEPI
+94.5%
-162.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.6% | -3.1% | -3.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.1% |
| 30D | -9.7% | -0.6% | -9.1% | -9.0% |
| 3M | +29.3% | +4.8% | +24.5% | +22.5% |
| 6M | +40.7% | +2.1% | +38.6% | +37.9% |
| YTD | +30.3% | +4.8% | +25.4% | +24.2% |
| 1Y | +3.4% | +8.4% | -5.1% | -5.0% |
| 3Y | -32.0% | +30.8% | -62.8% | -48.0% |
| 5Y | -66.9% | +41.0% | -107.8% | -76.4% |
| All | -67.7% | +94.5% | -162.2% | -83.7% |
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 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