+18.4%
BROS vs JEPI
+41.6%
-23.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.4% |
| 7D | -6.1% | -2.0% | -4.0% | -2.0% |
| 30D | -12.4% | -2.0% | -10.4% | -8.6% |
| 3M | -27.9% | +3.8% | -31.7% | -33.2% |
| 6M | -16.8% | +0.8% | -17.6% | -18.0% |
| YTD | -29.0% | +3.7% | -32.8% | -33.7% |
| 1Y | -33.2% | +7.1% | -40.3% | -41.2% |
| 3Y | +56.8% | +29.4% | +27.4% | -3.8% |
| All | +18.4% | +41.6% | -23.2% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling