-20.3%
BROS vs JEPI
+10.9%
-31.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | -2.9% |
| 7D | +2.5% | +1.5% | +1.0% | -0.9% |
| 30D | +15.1% | +3.6% | +11.5% | +6.2% |
| 3M | -31.4% | +2.3% | -33.7% | -34.8% |
| 6M | -22.6% | +5.6% | -28.3% | -32.3% |
| YTD | -28.1% | +7.5% | -35.6% | -40.6% |
| 1Y | -20.3% | +10.6% | -30.9% | -41.4% |
| All | -20.3% | +10.9% | -31.2% | -41.4% |
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 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