+355.2%
BKR vs JEPI
+93.8%
+261.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -1.5% |
| 7D | -7.0% | -1.0% | -6.0% | -5.7% |
| 30D | -8.1% | -1.4% | -6.7% | -6.4% |
| 3M | -6.6% | +3.5% | -10.2% | -11.0% |
| 6M | +0.9% | +1.9% | -1.1% | -1.9% |
| YTD | +31.1% | +4.4% | +26.7% | +23.5% |
| 1Y | +27.7% | +7.2% | +20.5% | +16.1% |
| 3Y | +71.2% | +29.8% | +41.5% | +23.4% |
| 5Y | +177.6% | +41.7% | +135.9% | +77.8% |
| All | +355.2% | +93.8% | +261.4% | +44.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling