+26.3%
JEPQ vs ADVB
-97.4%
+123.7%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.5% | -0.3% | +3.2% |
| 7D | -0.2% | -1.2% | +1.0% | -0.2% |
| 30D | -8.2% | -61.4% | +53.2% | -7.6% |
| 3M | -4.1% | -67.8% | +63.7% | -3.5% |
| 6M | -0.8% | -66.9% | +66.1% | -1.2% |
| YTD | +5.5% | -64.9% | +70.4% | +4.4% |
| 1Y | +8.4% | -74.8% | +83.1% | +8.2% |
| All | +26.3% | -97.4% | +123.7% | +44.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling