+94.2%
JEPI vs BB
+65.3%
+28.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.6% |
| 7D | -1.0% | -0.4% | -0.6% | -1.0% |
| 30D | -1.4% | -12.5% | +11.1% | -0.9% |
| 3M | +3.5% | -17.4% | +21.0% | +4.0% |
| 6M | +1.9% | +119.1% | -117.2% | -2.4% |
| YTD | +4.4% | +102.4% | -97.9% | +0.3% |
| 1Y | +7.2% | +98.2% | -91.0% | +2.9% |
| 3Y | +29.8% | +46.9% | -17.2% | +24.2% |
| 5Y | +41.7% | -26.4% | +68.1% | +35.7% |
| All | +94.2% | +65.3% | +28.8% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling