+94.2%
JEPI vs BNS
+248.4%
-154.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.5% |
| 7D | -1.0% | -0.4% | -0.6% | -0.9% |
| 30D | -1.4% | +3.5% | -4.9% | -2.4% |
| 3M | +3.5% | +14.1% | -10.5% | -0.3% |
| 6M | +1.9% | +33.8% | -31.8% | -6.2% |
| YTD | +4.4% | +29.5% | -25.0% | -3.1% |
| 1Y | +7.2% | +48.4% | -41.2% | -4.3% |
| 3Y | +29.8% | +129.6% | -99.8% | +1.7% |
| 5Y | +41.7% | +96.1% | -54.4% | +15.7% |
| All | +94.2% | +248.4% | -154.3% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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