+24.9%
JEPI vs BTSG
+389.4%
-364.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -1.0% | -3.3% | +2.3% | -0.7% |
| 30D | -1.4% | -1.6% | +0.2% | -1.4% |
| 3M | +3.5% | -6.9% | +10.4% | +3.7% |
| 6M | +1.9% | +42.1% | -40.2% | -2.3% |
| YTD | +4.4% | +56.8% | -52.4% | -1.0% |
| 1Y | +7.2% | +109.8% | -102.6% | -1.5% |
| All | +24.9% | +389.4% | -364.5% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 3y: compounded portfolio wealth divided by compounded BTSG 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…
3y analysis · Full analysis span regression · 6 months rolling