+71.9%
JEPQ vs ASX
+443.1%
-371.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.1% | -6.1% | -1.4% |
| 7D | +1.4% | +6.3% | -4.9% | 0.0% |
| 30D | +1.3% | +6.4% | -5.1% | -0.3% |
| 3M | +3.8% | +13.1% | -9.3% | -0.4% |
| 6M | +12.2% | +90.3% | -78.1% | -6.7% |
| YTD | +11.6% | +149.6% | -138.1% | -14.1% |
| 1Y | +19.9% | +249.2% | -229.3% | -16.3% |
| 3Y | +71.9% | +445.9% | -374.0% | +0.3% |
| All | +71.9% | +443.1% | -371.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling