+94.9%
JEPI vs BN
+160.3%
-65.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | -0.6% | -10.9% | +10.3% | +2.0% |
| 3M | +4.8% | -11.1% | +15.9% | +7.5% |
| 6M | +2.1% | -4.4% | +6.5% | +2.7% |
| YTD | +4.8% | -14.1% | +19.0% | +7.8% |
| 1Y | +8.4% | -11.1% | +19.5% | +10.3% |
| 3Y | +30.8% | +75.6% | -44.8% | +12.5% |
| 5Y | +41.0% | +35.8% | +5.2% | +25.6% |
| All | +94.9% | +160.3% | -65.4% | +56.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling