+96.1%
JEPI vs JBHT
+174.7%
-78.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -0.8% |
| 7D | -0.3% | +4.9% | -5.2% | -1.1% |
| 30D | +0.1% | +0.6% | -0.4% | -0.1% |
| 3M | +4.8% | -3.2% | +8.0% | +5.1% |
| 6M | +1.0% | +17.0% | -15.9% | -2.2% |
| YTD | +5.5% | +41.7% | -36.2% | -1.4% |
| 1Y | +9.2% | +90.0% | -80.8% | -3.6% |
| 3Y | +31.2% | +47.0% | -15.8% | +19.4% |
| 5Y | +41.4% | +58.3% | -16.9% | +24.7% |
| All | +96.1% | +174.7% | -78.6% | +59.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling