+30.9%
F vs JEPQ
+94.3%
-63.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.1% |
| 7D | +5.3% | +0.7% | +4.7% | +4.6% |
| 30D | +4.6% | +2.0% | +2.6% | +2.5% |
| 3M | -3.7% | +2.0% | -5.7% | -6.0% |
| 6M | +16.8% | +10.4% | +6.4% | +5.0% |
| YTD | +15.3% | +11.6% | +3.7% | +2.3% |
| 1Y | +31.0% | +20.7% | +10.3% | +6.7% |
| 3Y | +45.4% | +70.8% | -25.4% | -24.2% |
| All | +30.9% | +94.3% | -63.4% | -39.0% |
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