+96.1%
JEPI vs BURL
+36.8%
+59.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 3M | +4.8% | -17.6% | +22.4% | +6.5% |
| 6M | +1.0% | -11.8% | +12.8% | +1.8% |
| YTD | +5.5% | -8.1% | +13.6% | +5.9% |
| 1Y | +9.2% | -12.0% | +21.2% | +9.7% |
| 3Y | +31.2% | +63.3% | -32.1% | +22.9% |
| 5Y | +41.4% | -10.8% | +52.2% | +36.4% |
| All | +96.1% | +36.8% | +59.3% | +83.4% |
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