+19.7%
BROS vs JEPI
+42.6%
-22.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | -0.3% |
| 7D | -5.8% | -1.0% | -4.8% | -3.8% |
| 30D | -14.0% | -1.4% | -12.5% | -11.3% |
| 3M | -32.5% | +3.5% | -36.0% | -37.2% |
| 6M | -14.9% | +1.9% | -16.8% | -17.9% |
| YTD | -28.3% | +4.4% | -32.7% | -33.9% |
| 1Y | -34.0% | +7.2% | -41.2% | -42.0% |
| 3Y | +63.0% | +29.8% | +33.2% | -0.5% |
| All | +19.7% | +42.6% | -22.9% | -36.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling