+88.7%
JEPQ vs ASX
+651.9%
-563.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.4% | 0.0% |
| 7D | -0.7% | +6.5% | -7.1% | -2.3% |
| 30D | +0.6% | +3.1% | -2.6% | -0.5% |
| 3M | +5.8% | +17.4% | -11.6% | 0.0% |
| 6M | +9.7% | +85.4% | -75.8% | -9.9% |
| YTD | +10.5% | +150.1% | -139.5% | -17.1% |
| 1Y | +18.4% | +256.3% | -237.9% | -20.5% |
| 3Y | +70.3% | +446.9% | -376.5% | -4.3% |
| All | +88.7% | +651.9% | -563.3% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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