+41.8%
JEPI vs BB
-26.5%
+68.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.6% |
| 3M | +3.5% | -17.4% | +21.0% | +4.3% |
| 6M | +1.9% | +119.1% | -117.2% | -5.4% |
| YTD | +4.4% | +102.4% | -97.9% | -2.5% |
| 1Y | +7.2% | +98.2% | -91.0% | -0.2% |
| 3Y | +29.8% | +46.9% | -17.2% | +21.3% |
| All | +41.8% | -26.5% | +68.3% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling