+23.3%
BTDR vs JEPI
+42.3%
-19.0%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.1% | -1.8% |
| 7D | +14.8% | -1.1% | +15.9% | +16.9% |
| 30D | +41.8% | -1.3% | +43.1% | +44.6% |
| 3M | -29.2% | +3.3% | -32.5% | -32.8% |
| 6M | +66.2% | +1.0% | +65.2% | +64.4% |
| YTD | +10.0% | +4.2% | +5.8% | +4.6% |
| 1Y | -11.0% | +7.9% | -18.9% | -19.1% |
| 3Y | +6.9% | +30.0% | -23.1% | -10.2% |
| 5Y | +24.7% | +40.9% | -16.3% | +4.5% |
| All | +23.3% | +42.3% | -19.0% | +4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling