+8.4%
JEPQ vs ALL
+42.7%
-34.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.0% | +1.6% |
| 7D | -4.9% | +7.5% | -12.4% | -3.2% |
| 30D | -6.7% | +19.7% | -26.4% | -2.6% |
| 3M | -3.0% | +2.9% | -5.9% | -2.0% |
| 6M | +1.4% | +23.5% | -22.2% | +6.8% |
| YTD | +6.5% | +31.1% | -24.7% | +13.0% |
| 1Y | +8.4% | +40.5% | -32.1% | +16.8% |
| All | +8.4% | +42.7% | -34.3% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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