+178.9%
BKNG vs JEPI
+92.4%
+86.5%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +1.3% |
| 7D | -10.7% | -2.0% | -8.6% | -7.8% |
| 30D | -18.1% | -2.0% | -16.1% | -15.4% |
| 3M | +8.5% | +3.8% | +4.7% | +3.1% |
| 6M | -0.1% | +0.8% | -0.9% | -0.8% |
| YTD | -18.2% | +3.7% | -21.9% | -22.2% |
| 1Y | -19.9% | +7.1% | -27.0% | -27.2% |
| 3Y | +41.6% | +29.4% | +12.2% | -3.0% |
| 5Y | +93.1% | +40.8% | +52.4% | +16.8% |
| All | +178.9% | +92.4% | +86.5% | -10.2% |
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