+76.1%
EEM vs JEPQ
+94.0%
-17.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +2.0% | +1.1% | +0.9% | +1.1% |
| 30D | +5.1% | +1.3% | +3.8% | +4.0% |
| 3M | +4.6% | +4.7% | -0.1% | +1.2% |
| 6M | +17.8% | +10.6% | +7.2% | +9.8% |
| YTD | +25.8% | +11.4% | +14.4% | +16.7% |
| 1Y | +36.4% | +19.4% | +17.0% | +20.6% |
| 3Y | +90.0% | +71.7% | +18.3% | +29.4% |
| All | +76.1% | +94.0% | -17.9% | +12.0% |
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 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