+33.0%
BX vs JEPQ
+94.0%
-61.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.7% | +1.3% |
| 7D | -5.6% | -0.2% | -5.5% | -5.4% |
| 30D | -12.2% | +0.8% | -13.0% | -13.2% |
| 3M | +7.4% | +4.0% | +3.4% | +0.8% |
| 6M | +22.2% | +10.4% | +11.8% | +4.4% |
| YTD | -14.0% | +11.4% | -25.4% | -27.4% |
| 1Y | -27.3% | +18.9% | -46.2% | -44.8% |
| 3Y | +24.5% | +70.3% | -45.7% | -47.0% |
| All | +33.0% | +94.0% | -61.0% | -52.3% |
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 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