+100.7%
JEPI vs BURL
+32.1%
+68.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.9% |
| 7D | -0.1% | -0.8% | +0.7% | -0.1% |
| 30D | +2.2% | -4.4% | +6.6% | +2.6% |
| 3M | +2.0% | -28.6% | +30.6% | +5.1% |
| 6M | +7.7% | -12.3% | +20.0% | +8.6% |
| YTD | +8.0% | -11.3% | +19.2% | +8.6% |
| 1Y | +9.7% | -10.4% | +20.2% | +10.0% |
| 3Y | +36.3% | +96.1% | -59.8% | +25.5% |
| 5Y | +44.6% | -5.0% | +49.6% | +38.9% |
| All | +100.7% | +32.1% | +68.6% | +88.0% |
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