+545.4%
AVGO vs JEPQ
+94.0%
+451.4%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -1.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.4% |
| 30D | -13.0% | +0.8% | -13.8% | -14.2% |
| 3M | -6.0% | +4.0% | -9.9% | -12.2% |
| 6M | +6.4% | +10.4% | -4.0% | -10.1% |
| YTD | +5.0% | +11.4% | -6.5% | -12.6% |
| 1Y | +1.4% | +18.9% | -17.5% | -24.0% |
| 3Y | +336.8% | +70.3% | +266.5% | +102.4% |
| All | +545.4% | +94.0% | +451.4% | +162.7% |
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 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