+94.2%
JEPI vs BG
+311.3%
-217.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.0% | +3.1% | -4.1% | -1.4% |
| 30D | -1.4% | +10.2% | -11.7% | -2.6% |
| 3M | +3.5% | -1.7% | +5.2% | +3.6% |
| 6M | +1.9% | +1.0% | +1.0% | +1.5% |
| YTD | +4.4% | +39.9% | -35.5% | -0.3% |
| 1Y | +7.2% | +53.2% | -46.0% | +0.9% |
| 3Y | +29.8% | +16.3% | +13.5% | +25.5% |
| 5Y | +41.7% | +83.9% | -42.1% | +28.7% |
| All | +94.2% | +311.3% | -217.2% | +59.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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