+557.1%
AVGO vs JEPQ
+94.2%
+462.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.3% | +1.4% | -1.7% | -2.9% |
| 30D | -13.8% | +1.3% | -15.2% | -15.9% |
| 3M | -6.9% | +3.8% | -10.8% | -12.8% |
| 6M | +11.9% | +12.2% | -0.2% | -8.1% |
| YTD | +6.9% | +11.6% | -4.7% | -11.2% |
| 1Y | +7.4% | +19.9% | -12.5% | -20.6% |
| 3Y | +345.6% | +71.9% | +273.7% | +103.7% |
| All | +557.1% | +94.2% | +462.9% | +167.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling