+90.4%
JEPQ vs A
+24.5%
+65.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.6% | +0.6% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | +1.3% | +0.6% | +0.7% | +1.1% |
| 3M | +3.8% | +10.9% | -7.0% | +0.8% |
| 6M | +12.2% | +28.2% | -16.0% | +4.1% |
| YTD | +11.6% | +8.6% | +3.0% | +8.4% |
| 1Y | +19.9% | +15.5% | +4.4% | +14.0% |
| 3Y | +71.9% | +31.8% | +40.1% | +51.6% |
| All | +90.4% | +24.5% | +65.9% | +69.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling