+33.4%
JEPQ vs ADVB
-88.8%
+122.2%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.8% | 0.0% |
| 7D | +1.4% | -14.0% | +15.4% | +1.5% |
| 30D | +1.3% | +41.0% | -39.6% | +1.1% |
| 3M | +3.8% | +127.9% | -124.1% | +1.7% |
| 6M | +12.2% | +101.3% | -89.2% | +9.3% |
| YTD | +11.6% | +53.8% | -42.2% | +9.3% |
| 1Y | +19.9% | +4.4% | +15.5% | +18.0% |
| All | +33.4% | -88.8% | +122.2% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling