+90.2%
JEPQ vs ASX
+677.2%
-587.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.7% | -1.0% |
| 7D | +1.1% | +11.1% | -10.0% | -1.7% |
| 30D | +1.3% | +9.6% | -8.3% | -1.3% |
| 3M | +4.7% | +18.6% | -13.9% | -1.3% |
| 6M | +10.6% | +92.1% | -81.5% | -9.9% |
| YTD | +11.4% | +158.5% | -147.0% | -17.1% |
| 1Y | +19.4% | +271.9% | -252.5% | -20.7% |
| 3Y | +71.7% | +465.2% | -393.5% | -4.3% |
| All | +90.2% | +677.2% | -587.0% | -5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling