+20.4%
F vs JEPQ
+94.0%
-73.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.8% |
| 7D | -4.9% | +1.1% | -5.9% | -5.9% |
| 30D | -2.9% | +1.3% | -4.2% | -4.1% |
| 3M | -9.1% | +4.7% | -13.7% | -13.7% |
| 6M | +12.9% | +10.6% | +2.3% | +1.3% |
| YTD | +6.1% | +11.4% | -5.4% | -5.7% |
| 1Y | +22.5% | +19.4% | +3.1% | +0.9% |
| 3Y | +32.1% | +71.7% | -39.6% | -31.7% |
| All | +20.4% | +94.0% | -73.6% | -43.8% |
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