+169.0%
BP vs JEPI
+93.4%
+75.6%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.3% |
| 7D | +4.0% | -1.1% | +5.1% | +5.0% |
| 30D | +7.8% | -1.3% | +9.1% | +9.0% |
| 3M | +8.4% | +3.3% | +5.0% | +5.0% |
| 6M | +15.1% | +1.0% | +14.1% | +13.5% |
| YTD | +36.4% | +4.2% | +32.2% | +30.5% |
| 1Y | +40.9% | +7.9% | +33.0% | +30.2% |
| 3Y | +38.8% | +30.0% | +8.8% | +6.8% |
| 5Y | +141.1% | +40.9% | +100.2% | +69.4% |
| All | +169.0% | +93.4% | +75.6% | +9.4% |
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