-5.5%
ETN vs JEPQ
+8.1%
-13.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.9% | -10.8% | -11.4% |
| 7D | -10.1% | -4.9% | -5.2% | -2.1% |
| 30D | -18.4% | -6.7% | -11.7% | -8.0% |
| 3M | -20.4% | -3.0% | -17.4% | -15.7% |
| 6M | -16.0% | +1.4% | -17.4% | -15.9% |
| YTD | +11.8% | +6.5% | +5.3% | +4.4% |
| 1Y | -5.5% | +8.4% | -13.9% | -13.6% |
| All | -5.5% | +8.1% | -13.6% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling