+203.9%
EWY vs JEPQ
+94.0%
+109.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | +6.7% | +1.1% | +5.6% | +5.3% |
| 30D | +17.0% | +1.3% | +15.6% | +15.4% |
| 3M | +3.7% | +4.7% | -1.0% | +0.2% |
| 6M | +42.5% | +10.6% | +31.9% | +32.0% |
| YTD | +96.2% | +11.4% | +84.8% | +81.0% |
| 1Y | +160.4% | +19.4% | +140.9% | +126.1% |
| 3Y | +231.7% | +71.7% | +160.0% | +107.8% |
| All | +203.9% | +94.0% | +109.9% | +75.5% |
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 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