+94.9%
JEPI vs BURL
+31.7%
+63.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.7% | +3.1% | -0.3% |
| 7D | -0.2% | -2.6% | +2.3% | 0.0% |
| 30D | -0.6% | -30.8% | +30.2% | +2.9% |
| 3M | +4.8% | -18.7% | +23.5% | +6.7% |
| 6M | +2.1% | -16.4% | +18.5% | +3.5% |
| YTD | +4.8% | -11.6% | +16.4% | +5.6% |
| 1Y | +8.4% | -12.0% | +20.4% | +9.0% |
| 3Y | +30.8% | +63.6% | -32.8% | +22.5% |
| 5Y | +41.0% | -12.6% | +53.6% | +36.3% |
| All | +94.9% | +31.7% | +63.2% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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