+31.7%
JEPI vs BURL
+66.7%
-35.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.6% |
| 7D | -0.3% | -2.8% | +2.4% | -0.1% |
| 30D | +0.1% | -28.2% | +28.3% | +3.4% |
| 3M | +4.8% | -17.6% | +22.4% | +6.6% |
| 6M | +1.0% | -11.8% | +12.8% | +1.9% |
| YTD | +5.5% | -8.1% | +13.6% | +5.8% |
| 1Y | +9.2% | -12.0% | +21.2% | +9.8% |
| All | +31.7% | +66.7% | -35.0% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling