+94.2%
JEPI vs BIDU
-14.7%
+108.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.0% | -8.1% | +7.1% | -0.6% |
| 30D | -1.4% | -12.8% | +11.4% | -0.8% |
| 3M | +3.5% | -21.3% | +24.8% | +4.7% |
| 6M | +1.9% | -27.0% | +28.9% | +3.3% |
| YTD | +4.4% | -30.0% | +34.5% | +5.9% |
| 1Y | +7.2% | -18.3% | +25.5% | +7.5% |
| 3Y | +29.8% | -33.8% | +63.6% | +30.2% |
| 5Y | +41.7% | -44.3% | +86.0% | +41.0% |
| All | +94.2% | -14.7% | +108.8% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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