+92.8%
JEPI vs BTG
+24.7%
+68.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.3% |
| 7D | -2.0% | -5.5% | +3.4% | -1.7% |
| 30D | -2.0% | +6.1% | -8.1% | -2.4% |
| 3M | +3.8% | +38.6% | -34.9% | +1.4% |
| 6M | +0.8% | +0.7% | +0.2% | +0.3% |
| YTD | +3.7% | +20.3% | -16.6% | +1.6% |
| 1Y | +7.1% | +25.0% | -17.9% | +4.3% |
| 3Y | +29.4% | +97.3% | -67.9% | +20.4% |
| 5Y | +40.8% | +78.3% | -37.6% | +31.0% |
| All | +92.8% | +24.7% | +68.1% | +82.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling