+6.3%
JEPI vs Q
+75.3%
-69.0%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -0.7% |
| 7D | -0.2% | +6.7% | -7.0% | -0.6% |
| 30D | -0.6% | -10.6% | +10.0% | 0.0% |
| 3M | +4.8% | -14.6% | +19.4% | +5.3% |
| 6M | +2.1% | +12.1% | -10.0% | -0.6% |
| YTD | +4.8% | +51.3% | -46.4% | -0.2% |
| All | +6.3% | +75.3% | -69.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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