-27.3%
BX vs JEPQ
+19.0%
-46.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.8% |
| 7D | -5.6% | -0.2% | -5.5% | -5.5% |
| 30D | -12.2% | +0.8% | -13.0% | -12.7% |
| 3M | +7.4% | +4.0% | +3.4% | +3.9% |
| 6M | +22.2% | +10.4% | +11.8% | +11.5% |
| YTD | -14.0% | +11.4% | -25.4% | -21.8% |
| 1Y | -27.3% | +18.9% | -46.2% | -38.3% |
| All | -27.3% | +19.0% | -46.3% | -38.3% |
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