-10.6%
BITO vs JEPI
+41.0%
-51.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -1.1% |
| 7D | -3.4% | -1.0% | -2.4% | -1.9% |
| 30D | +21.4% | -1.4% | +22.8% | +24.2% |
| 3M | +20.5% | +3.5% | +16.9% | +13.9% |
| 6M | +7.4% | +1.9% | +5.4% | +4.1% |
| YTD | -13.9% | +4.4% | -18.3% | -19.4% |
| 1Y | -35.1% | +7.2% | -42.3% | -41.6% |
| 3Y | +156.8% | +29.8% | +127.1% | +68.2% |
| All | -10.6% | +41.0% | -51.5% | -45.4% |
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