+176.1%
C vs JEPQ
+85.8%
+90.3%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +1.0% |
| 7D | +4.2% | +3.4% | +0.8% | +0.7% |
| 30D | +2.0% | -5.6% | +7.6% | +7.7% |
| 3M | -10.1% | -4.2% | -6.0% | -6.6% |
| 6M | +1.0% | -0.2% | +1.2% | +0.4% |
| YTD | +8.5% | +6.7% | +1.8% | +1.0% |
| 1Y | +25.7% | +9.5% | +16.3% | +14.0% |
| 3Y | +216.0% | +60.5% | +155.5% | +99.8% |
| All | +176.1% | +85.8% | +90.3% | +52.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling