-6.1%
F vs JEPQ
+8.0%
-14.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.6% |
| 7D | -3.1% | +3.4% | -6.5% | -4.8% |
| 30D | 0.0% | -5.6% | +5.6% | +3.3% |
| 3M | -13.2% | -4.2% | -9.1% | -11.4% |
| 6M | -10.2% | -0.2% | -10.0% | -11.0% |
| YTD | -4.9% | +6.7% | -11.7% | -11.7% |
| 1Y | -6.1% | +9.5% | -15.6% | -14.4% |
| All | -6.1% | +8.0% | -14.1% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling