+80.8%
BAC vs JEPQ
+94.2%
-13.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.2% | +1.4% | -0.3% | +0.1% |
| 30D | -0.7% | +1.3% | -2.1% | -1.8% |
| 3M | +16.9% | +3.8% | +13.1% | +13.1% |
| 6M | +29.6% | +12.2% | +17.4% | +17.7% |
| YTD | +15.3% | +11.6% | +3.7% | +5.1% |
| 1Y | +28.8% | +19.9% | +8.9% | +10.7% |
| 3Y | +136.4% | +71.9% | +64.5% | +51.4% |
| All | +80.8% | +94.2% | -13.4% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling