+335.4%
AVGO vs JEPQ
+69.3%
+266.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | +0.7% |
| 7D | +1.0% | -0.7% | +1.7% | +2.4% |
| 30D | -13.3% | +0.6% | -13.8% | -14.3% |
| 3M | -2.9% | +5.8% | -8.7% | -14.0% |
| 6M | +5.7% | +9.7% | -3.9% | -12.6% |
| YTD | +4.6% | +10.5% | -5.9% | -14.9% |
| 1Y | -1.6% | +18.4% | -20.0% | -30.3% |
| All | +335.4% | +69.3% | +266.1% | +64.7% |
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