+209.2%
ASML vs JEPQ
+94.2%
+115.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.0% |
| 7D | +6.0% | +1.4% | +4.5% | +3.2% |
| 30D | +1.4% | +1.3% | 0.0% | -1.1% |
| 3M | +1.0% | +3.8% | -2.8% | -4.7% |
| 6M | +37.0% | +12.2% | +24.8% | +13.4% |
| YTD | +65.8% | +11.6% | +54.2% | +39.3% |
| 1Y | +123.1% | +19.9% | +103.2% | +65.8% |
| 3Y | +188.2% | +71.9% | +116.3% | +14.5% |
| All | +209.2% | +94.2% | +115.0% | +3.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling