+40.8%
JEPI vs BBWI
-69.5%
+110.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.4% |
| 7D | -2.0% | -8.0% | +6.0% | -1.3% |
| 30D | -2.0% | -6.6% | +4.6% | -1.5% |
| 3M | +3.8% | -2.7% | +6.5% | +3.7% |
| 6M | +0.8% | -12.8% | +13.6% | +1.4% |
| YTD | +3.7% | -10.5% | +14.2% | +3.7% |
| 1Y | +7.1% | -35.3% | +42.5% | +10.2% |
| 3Y | +29.4% | -47.7% | +77.1% | +32.8% |
| 5Y | +40.8% | -68.9% | +109.6% | +50.7% |
| All | +40.8% | -69.5% | +110.2% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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