+94.2%
JEPI vs BTG
+25.2%
+69.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.7% |
| 7D | -1.0% | -3.8% | +2.8% | -0.8% |
| 30D | -1.4% | +3.6% | -5.1% | -1.7% |
| 3M | +3.5% | +32.0% | -28.5% | +1.5% |
| 6M | +1.9% | +3.4% | -1.4% | +1.2% |
| YTD | +4.4% | +20.8% | -16.3% | +2.3% |
| 1Y | +7.2% | +22.4% | -15.2% | +4.5% |
| 3Y | +29.8% | +91.7% | -61.9% | +21.1% |
| 5Y | +41.7% | +79.0% | -37.3% | +31.9% |
| All | +94.2% | +25.2% | +69.0% | +84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 10y: compounded portfolio wealth divided by compounded BTG 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…
10y analysis · Full analysis span regression · 6 months rolling