+92.8%
JEPI vs BG
+318.7%
-225.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | -2.0% | +3.7% | -5.8% | -2.5% |
| 30D | -2.0% | +12.3% | -14.4% | -3.4% |
| 3M | +3.8% | -2.2% | +6.0% | +3.9% |
| 6M | +0.8% | +5.3% | -4.5% | -0.1% |
| YTD | +3.7% | +42.4% | -38.7% | -1.2% |
| 1Y | +7.1% | +55.2% | -48.1% | +0.7% |
| 3Y | +29.4% | +21.0% | +8.4% | +24.5% |
| 5Y | +40.8% | +87.1% | -46.4% | +27.5% |
| All | +92.8% | +318.7% | -225.9% | +58.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling