-1.5%
BAC vs JEPQ
+8.1%
-9.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.0% | +3.6% |
| 7D | +1.5% | -4.9% | +6.4% | +3.7% |
| 30D | -4.4% | -6.7% | +2.3% | -1.5% |
| 3M | -17.5% | -3.0% | -14.5% | -16.4% |
| 6M | -0.1% | +1.4% | -1.4% | -1.9% |
| YTD | -4.6% | +6.5% | -11.1% | -9.9% |
| 1Y | -1.5% | +8.4% | -9.9% | -7.9% |
| All | -1.5% | +8.1% | -9.6% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling