+92.8%
JEPI vs BR
+56.4%
+36.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -2.0% | -6.0% | +3.9% | -0.5% |
| 30D | -2.0% | -0.9% | -1.2% | -1.9% |
| 3M | +3.8% | +16.4% | -12.6% | -0.8% |
| 6M | +0.8% | -8.2% | +9.0% | +2.8% |
| YTD | +3.7% | -23.2% | +26.9% | +11.4% |
| 1Y | +7.1% | -30.9% | +38.0% | +18.9% |
| 3Y | +29.4% | -5.0% | +34.4% | +28.7% |
| 5Y | +40.8% | +8.8% | +32.0% | +30.7% |
| All | +92.8% | +56.4% | +36.4% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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