+42.1%
EWY vs JEPQ
+10.3%
+31.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.8% | +2.4% | +0.5% |
| 7D | -0.1% | -0.2% | +0.1% | +0.5% |
| 30D | +7.3% | +0.8% | +6.5% | +5.0% |
| 3M | -5.1% | +4.0% | -9.1% | -14.1% |
| 6M | +42.1% | +10.4% | +31.7% | +12.3% |
| All | +42.1% | +10.3% | +31.8% | +12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling