-66.5%
BAX vs JEPI
+100.7%
-167.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +0.1% | +2.7% | -2.6% | -3.2% |
| 30D | +4.1% | +2.5% | +1.5% | +0.8% |
| 3M | -4.5% | +1.9% | -6.5% | -6.8% |
| 6M | +49.2% | +7.7% | +41.5% | +36.6% |
| YTD | +35.2% | +8.2% | +27.1% | +24.0% |
| 1Y | +38.3% | +10.4% | +27.9% | +24.0% |
| 3Y | -19.0% | +36.5% | -55.6% | -41.1% |
| 5Y | -64.2% | +44.2% | -108.4% | -75.2% |
| All | -66.5% | +100.7% | -167.2% | -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