+11.3%
F vs JEPQ
+82.8%
-71.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | +1.0% | -1.4% | +2.3% | +1.9% |
| 30D | +2.1% | -8.6% | +10.8% | +10.8% |
| 3M | -10.3% | -4.5% | -5.7% | -7.0% |
| 6M | +3.3% | -1.3% | +4.6% | +3.1% |
| YTD | -2.0% | +5.0% | -7.0% | -8.5% |
| 1Y | -2.3% | +5.9% | -8.2% | -9.6% |
| 3Y | +49.9% | +58.0% | -8.1% | -15.8% |
| All | +11.3% | +82.8% | -71.6% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling