+9.3%
BA vs JEPQ
+87.7%
-78.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -0.6% | +5.7% | -6.3% | -6.0% |
| 30D | -8.0% | -5.9% | -2.1% | -2.8% |
| 3M | -25.8% | -2.5% | -23.3% | -24.5% |
| 6M | -27.6% | +1.3% | -28.8% | -29.5% |
| YTD | -21.0% | +7.8% | -28.8% | -28.2% |
| 1Y | -12.3% | +8.8% | -21.0% | -21.1% |
| 3Y | -12.8% | +62.3% | -75.0% | -50.2% |
| All | +9.3% | +87.7% | -78.4% | -42.9% |
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