+222.9%
EWY vs JEPQ
+70.7%
+152.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +2.1% |
| 7D | -0.1% | -0.2% | +0.1% | +0.2% |
| 30D | +7.3% | +0.8% | +6.5% | +6.4% |
| 3M | -5.1% | +4.0% | -9.1% | -8.3% |
| 6M | +42.1% | +10.4% | +31.7% | +30.4% |
| YTD | +94.1% | +11.4% | +82.7% | +76.9% |
| 1Y | +147.8% | +18.9% | +128.9% | +112.8% |
| 3Y | +222.9% | +70.3% | +152.6% | +85.5% |
| All | +222.9% | +70.7% | +152.2% | +85.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling