+93.8%
JEPI vs BTI
+124.3%
-30.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.3% |
| 7D | -1.1% | -2.4% | +1.3% | -0.7% |
| 30D | -1.3% | -4.8% | +3.5% | -0.5% |
| 3M | +3.3% | -8.1% | +11.5% | +4.6% |
| 6M | +1.0% | -4.2% | +5.2% | +1.3% |
| YTD | +4.2% | -1.3% | +5.5% | +3.9% |
| 1Y | +7.9% | +2.1% | +5.8% | +6.8% |
| 3Y | +30.0% | +108.9% | -78.9% | +11.1% |
| 5Y | +40.9% | +114.5% | -73.5% | +19.7% |
| All | +93.8% | +124.3% | -30.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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