+27.4%
HYG vs JEPQ
+94.0%
-66.6%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.3% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | -0.7% | +0.8% | -1.5% | -1.0% |
| 3M | -0.2% | +4.0% | -4.2% | -1.5% |
| 6M | +1.4% | +10.4% | -9.0% | -1.8% |
| YTD | +1.5% | +11.4% | -10.0% | -2.2% |
| 1Y | +2.9% | +18.9% | -16.0% | -2.9% |
| 3Y | +25.6% | +70.3% | -44.6% | +2.4% |
| All | +27.4% | +94.0% | -66.6% | -3.0% |
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