+81.6%
BAC vs JEPQ
+94.0%
-12.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +0.6% | +1.1% | -0.4% | -0.2% |
| 30D | -1.4% | +1.3% | -2.7% | -2.4% |
| 3M | +15.7% | +4.7% | +11.1% | +11.2% |
| 6M | +32.2% | +10.6% | +21.6% | +21.4% |
| YTD | +15.8% | +11.4% | +4.3% | +5.6% |
| 1Y | +27.3% | +19.4% | +7.9% | +9.7% |
| 3Y | +137.5% | +71.7% | +65.8% | +52.3% |
| All | +81.6% | +94.0% | -12.4% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling