+20.4%
BTDR vs JEPI
+41.5%
-21.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +2.6% |
| 7D | -3.4% | -1.0% | -2.4% | -1.8% |
| 30D | +32.6% | -1.4% | +34.0% | +35.6% |
| 3M | -32.2% | +3.5% | -35.8% | -36.0% |
| 6M | +52.4% | +1.9% | +50.4% | +48.8% |
| YTD | +6.7% | +4.4% | +2.3% | +1.2% |
| 1Y | -15.2% | +7.2% | -22.4% | -22.3% |
| 3Y | +14.9% | +29.8% | -14.9% | -3.9% |
| All | +20.4% | +41.5% | -21.1% | +0.8% |
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 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