+44.1%
JEPI vs BURL
-10.8%
+54.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.4% | +0.2% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | +2.5% | -7.7% | +10.3% | +3.3% |
| 3M | +1.9% | -31.7% | +33.6% | +5.7% |
| 6M | +7.7% | -15.2% | +22.9% | +9.0% |
| YTD | +8.2% | -15.9% | +24.1% | +9.3% |
| 1Y | +10.4% | -14.2% | +24.6% | +11.2% |
| 3Y | +36.5% | +93.5% | -57.0% | +25.2% |
| All | +44.1% | -10.8% | +54.9% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling