-0.7%
BKR vs JEPI
+7.1%
-7.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.3% | -4.1% | -4.4% |
| 7D | -15.2% | -2.7% | -12.6% | -12.8% |
| 30D | -19.1% | -0.3% | -18.9% | -18.7% |
| 3M | -24.8% | -1.3% | -23.5% | -23.7% |
| 6M | -31.6% | +2.5% | -34.1% | -33.2% |
| YTD | +2.5% | +4.0% | -1.4% | -1.3% |
| 1Y | -0.7% | +6.8% | -7.6% | -6.6% |
| All | -0.7% | +7.1% | -7.8% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling