+44.1%
JEPI vs JBHT
+22.5%
+21.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -0.5% |
| 7D | +2.7% | +7.0% | -4.3% | +1.6% |
| 30D | +2.5% | +0.5% | +2.0% | +2.4% |
| 3M | +1.9% | -17.4% | +19.3% | +4.9% |
| 6M | +7.7% | -1.7% | +9.4% | +7.1% |
| YTD | +8.2% | +20.7% | -12.6% | +3.2% |
| 1Y | +10.4% | +41.1% | -30.7% | +2.3% |
| 3Y | +36.5% | +38.0% | -1.5% | +24.1% |
| All | +44.1% | +22.5% | +21.6% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling