+60.5%
JEPQ vs A
+64.5%
-4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +3.4% | -0.5% | +3.9% | +3.5% |
| 30D | -5.6% | 0.0% | -5.6% | -5.5% |
| 3M | -4.2% | +16.7% | -20.9% | -7.1% |
| 6M | -0.2% | +54.8% | -55.0% | -9.2% |
| YTD | +6.7% | +28.8% | -22.1% | +1.0% |
| 1Y | +9.5% | +19.3% | -9.8% | +5.5% |
| 3Y | +60.5% | +65.5% | -5.0% | +46.8% |
| All | +60.5% | +64.5% | -4.0% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling