+18.0%
JEPQ vs A
+14.9%
+3.0%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.7% |
| 7D | -0.7% | -4.6% | +3.9% | -0.2% |
| 30D | +0.6% | -4.3% | +4.8% | +1.0% |
| 3M | +5.8% | +8.9% | -3.2% | +4.6% |
| 6M | +9.7% | +24.5% | -14.9% | +6.3% |
| YTD | +10.5% | +5.8% | +4.7% | +10.0% |
| All | +18.0% | +14.9% | +3.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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