+357.8%
BKR vs JEPI
+92.4%
+265.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.5% | -6.2% | -6.0% |
| 7D | -6.7% | -2.0% | -4.6% | -4.1% |
| 30D | -8.3% | -2.0% | -6.3% | -5.8% |
| 3M | -5.4% | +3.8% | -9.2% | -10.1% |
| 6M | +0.8% | +0.8% | 0.0% | -0.5% |
| YTD | +31.8% | +3.7% | +28.1% | +25.4% |
| 1Y | +28.6% | +7.1% | +21.5% | +17.0% |
| 3Y | +71.2% | +29.4% | +41.8% | +23.9% |
| 5Y | +179.2% | +40.8% | +138.5% | +80.5% |
| All | +357.8% | +92.4% | +265.3% | +47.0% |
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