+94.6%
JEPI vs BURL
+27.2%
+67.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | -2.0% | +4.1% | -6.0% | -2.3% |
| 30D | 0.0% | -9.5% | +9.4% | +0.9% |
| 3M | -0.8% | -33.5% | +32.7% | +2.9% |
| 6M | +3.2% | -22.1% | +25.3% | +5.3% |
| YTD | +4.7% | -14.6% | +19.2% | +5.6% |
| 1Y | +8.0% | -8.4% | +16.3% | +8.0% |
| 3Y | +32.3% | +86.6% | -54.3% | +22.4% |
| 5Y | +40.5% | -17.2% | +57.7% | +36.4% |
| All | +94.6% | +27.2% | +67.4% | +83.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling