+31.5%
BA vs JEPQ
+94.0%
-62.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -1.2% | +1.1% | -2.2% | -2.3% |
| 30D | -11.3% | +1.3% | -12.6% | -12.6% |
| 3M | -3.8% | +4.7% | -8.5% | -8.6% |
| 6M | -8.3% | +10.6% | -18.9% | -17.8% |
| YTD | -4.9% | +11.4% | -16.4% | -15.8% |
| 1Y | -10.1% | +19.4% | -29.5% | -26.2% |
| 3Y | -2.3% | +71.7% | -74.0% | -47.1% |
| All | +31.5% | +94.0% | -62.5% | -33.0% |
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 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