+28.9%
JEPI vs BN
+69.2%
-40.3%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.2% |
| 7D | -2.0% | -5.9% | +3.8% | -0.7% |
| 30D | -2.0% | -15.1% | +13.1% | +1.7% |
| 3M | +3.8% | -14.6% | +18.4% | +7.5% |
| 6M | +0.8% | -8.4% | +9.3% | +2.3% |
| YTD | +3.7% | -16.8% | +20.5% | +7.4% |
| 1Y | +7.1% | -14.4% | +21.5% | +9.8% |
| All | +28.9% | +69.2% | -40.3% | +13.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling