+8.8%
JEPQ vs ASX
+142.3%
-133.5%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.8% | +0.5% |
| 7D | +5.7% | +22.1% | -16.4% | +1.6% |
| 30D | -5.9% | -23.8% | +17.8% | -2.0% |
| 3M | -2.5% | -7.6% | +5.1% | -2.2% |
| 6M | +1.3% | +6.9% | -5.7% | -2.2% |
| YTD | +7.8% | +127.7% | -119.8% | -13.0% |
| 1Y | +8.8% | +144.5% | -135.8% | -14.5% |
| All | +8.8% | +142.3% | -133.5% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling