+5.9%
ABT vs JEPQ
+70.7%
-64.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | -0.2% | -5.7% | -5.9% |
| 30D | -8.1% | +0.8% | -8.9% | -8.1% |
| 3M | +14.5% | +4.0% | +10.6% | +14.2% |
| 6M | -6.3% | +10.4% | -16.7% | -7.4% |
| YTD | -17.1% | +11.4% | -28.5% | -18.2% |
| 1Y | -21.4% | +18.9% | -40.3% | -23.0% |
| 3Y | +5.9% | +70.3% | -64.4% | -2.5% |
| All | +5.9% | +70.7% | -64.8% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 3y: compounded portfolio wealth divided by compounded JEPQ 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…
3y analysis · Full analysis span regression · 6 months rolling