+162.3%
ASML vs JEPQ
+85.8%
+76.5%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +1.8% |
| 7D | +4.9% | +3.4% | +1.5% | -1.3% |
| 30D | -9.3% | -5.6% | -3.7% | +1.3% |
| 3M | -19.0% | -4.2% | -14.8% | -11.9% |
| 6M | -5.2% | -0.2% | -5.0% | -3.0% |
| YTD | +40.6% | +6.7% | +33.9% | +29.0% |
| 1Y | +47.5% | +9.5% | +38.0% | +29.6% |
| 3Y | +133.9% | +60.5% | +73.3% | +5.9% |
| All | +162.3% | +85.8% | +76.5% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling