+55.6%
BITO vs JEPQ
+94.0%
-38.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -1.1% |
| 7D | -3.4% | -0.2% | -3.3% | -3.3% |
| 30D | +21.4% | +0.8% | +20.6% | +20.2% |
| 3M | +20.5% | +4.0% | +16.5% | +13.9% |
| 6M | +7.4% | +10.4% | -3.0% | -6.3% |
| YTD | -13.9% | +11.4% | -25.3% | -25.3% |
| 1Y | -35.1% | +18.9% | -54.0% | -48.1% |
| 3Y | +156.8% | +70.3% | +86.5% | +24.1% |
| All | +55.6% | +94.0% | -38.4% | -34.9% |
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