+1,264.4%
BE vs JEPI
+41.5%
+1,222.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.7% | +6.0% | +5.0% |
| 7D | +9.0% | -1.0% | +10.0% | +11.7% |
| 30D | +16.3% | -1.4% | +17.7% | +20.3% |
| 3M | +10.8% | +3.5% | +7.2% | +1.4% |
| 6M | +73.2% | +1.9% | +71.3% | +66.0% |
| YTD | +217.4% | +4.4% | +212.9% | +187.8% |
| 1Y | +309.8% | +7.2% | +302.6% | +252.8% |
| 3Y | +1,726.2% | +29.8% | +1,696.4% | +911.6% |
| All | +1,264.4% | +41.5% | +1,222.9% | +557.6% |
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