+172.3%
BP vs JEPI
+100.7%
+71.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.8% | +2.7% | +1.1% | +1.5% |
| 30D | -5.3% | +2.5% | -7.8% | -7.5% |
| 3M | +9.3% | +1.9% | +7.3% | +7.2% |
| 6M | +7.2% | +7.7% | -0.5% | -0.1% |
| YTD | +38.0% | +8.2% | +29.9% | +27.6% |
| 1Y | +33.2% | +10.4% | +22.8% | +20.7% |
| 3Y | +50.3% | +36.5% | +13.8% | +10.5% |
| 5Y | +114.1% | +44.2% | +69.9% | +47.7% |
| All | +172.3% | +100.7% | +71.6% | +7.1% |
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