+147.6%
BLK vs JEPI
+93.8%
+53.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +0.9% | +0.4% |
| 7D | -3.3% | -1.0% | -2.3% | -1.6% |
| 30D | -6.5% | -1.4% | -5.1% | -4.1% |
| 3M | +6.7% | +3.5% | +3.2% | +0.7% |
| 6M | +14.7% | +1.9% | +12.8% | +11.3% |
| YTD | +2.5% | +4.4% | -1.9% | -4.4% |
| 1Y | -2.8% | +7.2% | -10.0% | -13.2% |
| 3Y | +65.9% | +29.8% | +36.1% | +7.2% |
| 5Y | +33.0% | +41.7% | -8.8% | -25.3% |
| All | +147.6% | +93.8% | +53.9% | -20.1% |
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