+94.2%
JEPI vs BRO
+81.2%
+12.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.0% | -7.3% | +6.3% | +0.7% |
| 30D | -1.4% | -6.9% | +5.4% | +0.1% |
| 3M | +3.5% | +10.7% | -7.1% | +0.6% |
| 6M | +1.9% | -2.7% | +4.6% | +2.0% |
| YTD | +4.4% | -16.3% | +20.8% | +8.4% |
| 1Y | +7.2% | -29.1% | +36.3% | +16.3% |
| 3Y | +29.8% | -7.8% | +37.6% | +28.9% |
| 5Y | +41.7% | +18.7% | +23.0% | +27.8% |
| All | +94.2% | +81.2% | +12.9% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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