+18.0%
BLK vs JEPI
+10.9%
+7.1%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.7% | +3.8% | +2.2% |
| 7D | +5.7% | +1.5% | +4.3% | +2.9% |
| 30D | +14.8% | +3.6% | +11.3% | +7.6% |
| 3M | +8.8% | +2.3% | +6.5% | +4.4% |
| 6M | +17.6% | +5.6% | +12.0% | +6.6% |
| YTD | +16.3% | +7.5% | +8.8% | +2.1% |
| 1Y | +18.0% | +10.6% | +7.4% | -2.5% |
| All | +18.0% | +10.9% | +7.1% | -2.5% |
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