+57.7%
GEV vs JEPQ
+21.4%
+36.3%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.6% |
| 7D | +3.3% | +0.7% | +2.6% | +1.9% |
| 30D | -7.5% | +2.0% | -9.4% | -10.9% |
| 3M | -2.2% | +2.0% | -4.2% | -5.1% |
| 6M | +12.1% | +10.4% | +1.7% | -6.7% |
| YTD | +44.4% | +11.6% | +32.8% | +16.3% |
| 1Y | +57.7% | +20.7% | +37.0% | +0.6% |
| All | +57.7% | +21.4% | +36.3% | +0.6% |
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