+81.7%
BAC vs JEPQ
+94.0%
-12.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -2.8% | +0.8% | -3.6% | -3.4% |
| 3M | +14.2% | +4.0% | +10.3% | +10.4% |
| 6M | +30.5% | +10.4% | +20.2% | +20.1% |
| YTD | +15.8% | +11.4% | +4.4% | +5.6% |
| 1Y | +26.2% | +18.9% | +7.2% | +9.1% |
| 3Y | +136.5% | +70.3% | +66.2% | +52.7% |
| All | +81.7% | +94.0% | -12.3% | +5.5% |
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