-16.6%
BX vs JEPQ
+21.4%
-38.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -4.4% | +0.7% | -5.1% | -4.9% |
| 30D | +0.1% | +2.0% | -1.9% | -1.4% |
| 3M | +16.0% | +2.0% | +14.0% | +14.4% |
| 6M | +21.6% | +10.4% | +11.2% | +11.0% |
| YTD | -8.9% | +11.6% | -20.5% | -17.4% |
| 1Y | -16.6% | +20.7% | -37.3% | -36.6% |
| All | -16.6% | +21.4% | -38.0% | -36.6% |
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