+24.5%
BX vs JEPI
+30.1%
-5.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +1.0% |
| 7D | -5.6% | -1.0% | -4.6% | -3.5% |
| 30D | -12.2% | -1.4% | -10.8% | -9.4% |
| 3M | +7.4% | +3.5% | +3.8% | -0.1% |
| 6M | +22.2% | +1.9% | +20.2% | +17.7% |
| YTD | -14.0% | +4.4% | -18.4% | -21.1% |
| 1Y | -27.3% | +7.2% | -34.5% | -37.0% |
| 3Y | +24.5% | +29.8% | -5.2% | -27.5% |
| All | +24.5% | +30.1% | -5.5% | -27.5% |
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 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