+74.5%
EEM vs JEPQ
+94.0%
-19.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.4% | +0.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.1% |
| 30D | +2.1% | +0.8% | +1.3% | +1.5% |
| 3M | +1.0% | +4.0% | -2.9% | -1.7% |
| 6M | +15.9% | +10.4% | +5.5% | +8.2% |
| YTD | +24.6% | +11.4% | +13.2% | +15.7% |
| 1Y | +32.3% | +18.9% | +13.4% | +17.3% |
| 3Y | +85.9% | +70.3% | +15.6% | +27.4% |
| All | +74.5% | +94.0% | -19.5% | +11.0% |
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