+199.9%
BX vs JEPI
+93.4%
+106.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.4% |
| 7D | -5.7% | -1.1% | -4.5% | -3.3% |
| 30D | -8.9% | -1.3% | -7.6% | -6.2% |
| 3M | +8.4% | +3.3% | +5.0% | +1.2% |
| 6M | +18.9% | +1.0% | +17.9% | +16.8% |
| YTD | -13.6% | +4.2% | -17.9% | -20.5% |
| 1Y | -22.4% | +7.9% | -30.4% | -33.8% |
| 3Y | +26.0% | +30.0% | -4.0% | -25.7% |
| 5Y | +18.8% | +40.9% | -22.1% | -38.0% |
| All | +199.9% | +93.4% | +106.5% | -9.4% |
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