+8.0%
JEPI vs JBHT
+29.5%
-21.5%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.1% |
| 7D | -2.0% | -1.6% | -0.4% | -1.8% |
| 30D | 0.0% | -2.3% | +2.3% | +0.2% |
| 3M | -0.8% | -18.5% | +17.7% | +0.8% |
| 6M | +3.2% | -11.3% | +14.5% | +3.4% |
| YTD | +4.7% | +12.6% | -7.9% | +0.5% |
| 1Y | +8.0% | +29.8% | -21.8% | +1.5% |
| All | +8.0% | +29.5% | -21.5% | +1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling