+200.6%
EWY vs JEPQ
+94.0%
+106.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.3% |
| 7D | -0.1% | -0.2% | +0.1% | +0.2% |
| 30D | +7.3% | +0.8% | +6.5% | +6.6% |
| 3M | -5.1% | +4.0% | -9.1% | -7.8% |
| 6M | +42.1% | +10.4% | +31.7% | +31.9% |
| YTD | +94.1% | +11.4% | +82.7% | +79.1% |
| 1Y | +147.8% | +18.9% | +128.9% | +116.1% |
| 3Y | +222.9% | +70.3% | +152.6% | +103.9% |
| All | +200.6% | +94.0% | +106.6% | +73.7% |
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