+41.5%
JEPI vs BUD
+45.4%
-3.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.2% |
| 7D | -1.1% | -1.3% | +0.2% | -0.9% |
| 30D | -1.3% | -6.1% | +4.9% | -0.2% |
| 3M | +3.3% | -3.8% | +7.1% | +3.9% |
| 6M | +1.0% | +8.2% | -7.2% | -0.9% |
| YTD | +4.2% | +23.6% | -19.3% | -0.4% |
| 1Y | +7.9% | +33.4% | -25.5% | +1.5% |
| 3Y | +30.0% | +45.3% | -15.3% | +18.4% |
| All | +41.5% | +45.4% | -3.9% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 5y: compounded portfolio wealth divided by compounded BUD 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…
5y analysis · Full analysis span regression · 6 months rolling