+9.5%
JEPQ vs ALL
+30.2%
-20.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | +3.4% | +5.0% | -1.6% | +4.6% |
| 30D | -5.6% | +13.3% | -18.9% | -2.7% |
| 3M | -4.2% | +3.2% | -7.3% | -3.2% |
| 6M | -0.2% | +25.3% | -25.5% | +5.2% |
| YTD | +6.7% | +30.5% | -23.7% | +13.1% |
| 1Y | +9.5% | +29.2% | -19.7% | +15.8% |
| All | +9.5% | +30.2% | -20.7% | +15.8% |
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