-69.4%
BTDR vs JEPI
+10.9%
-80.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.7% | -7.3% | -10.5% |
| 7D | -17.6% | +1.5% | -19.0% | -21.1% |
| 30D | -40.3% | +3.6% | -43.8% | -46.2% |
| 3M | -42.6% | +2.3% | -44.9% | -46.5% |
| 6M | -46.3% | +5.6% | -51.9% | -54.8% |
| YTD | -41.7% | +7.5% | -49.2% | -51.6% |
| 1Y | -69.4% | +10.6% | -80.0% | -76.8% |
| All | -69.4% | +10.9% | -80.3% | -76.8% |
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