+14.9%
BTDR vs JEPI
+30.1%
-15.2%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +1.5% |
| 7D | -3.4% | -1.0% | -2.4% | -0.2% |
| 30D | +32.6% | -1.4% | +34.0% | +38.7% |
| 3M | -32.2% | +3.5% | -35.8% | -39.9% |
| 6M | +52.4% | +1.9% | +50.4% | +44.2% |
| YTD | +6.7% | +4.4% | +2.3% | -5.7% |
| 1Y | -15.2% | +7.2% | -22.4% | -30.9% |
| 3Y | +14.9% | +29.8% | -14.9% | -37.8% |
| All | +14.9% | +30.1% | -15.2% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling