+101.3%
JEPI vs JBHT
+128.9%
-27.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +2.9% | +4.2% | -1.2% | +2.3% |
| 30D | +2.6% | -0.4% | +3.0% | +2.6% |
| 3M | +2.2% | -17.3% | +19.6% | +5.0% |
| 6M | +7.6% | -3.5% | +11.1% | +7.4% |
| YTD | +8.3% | +18.0% | -9.7% | +4.0% |
| 1Y | +9.7% | +35.5% | -25.8% | +2.8% |
| 3Y | +36.7% | +34.8% | +1.9% | +25.6% |
| 5Y | +44.4% | +19.7% | +24.7% | +32.8% |
| All | +101.3% | +128.9% | -27.6% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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