+33.5%
BX vs JEPQ
+94.0%
-60.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.1% | -3.5% | -3.5% |
| 7D | -5.7% | +1.1% | -6.7% | -7.1% |
| 30D | -8.9% | +1.3% | -10.2% | -10.6% |
| 3M | +8.4% | +4.7% | +3.7% | +0.6% |
| 6M | +18.9% | +10.6% | +8.3% | +1.3% |
| YTD | -13.6% | +11.4% | -25.1% | -27.1% |
| 1Y | -22.4% | +19.4% | -41.9% | -41.5% |
| 3Y | +26.0% | +71.7% | -45.7% | -47.2% |
| All | +33.5% | +94.0% | -60.5% | -52.1% |
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