+90.2%
JEPQ vs AXON
+312.6%
-222.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | -7.0% | +6.9% | +0.7% |
| 30D | +0.8% | -20.1% | +20.9% | +3.3% |
| 3M | +4.0% | +7.4% | -3.5% | +2.0% |
| 6M | +10.4% | -7.4% | +17.8% | +9.9% |
| YTD | +11.4% | -15.6% | +27.0% | +11.7% |
| 1Y | +18.9% | -36.2% | +55.1% | +23.6% |
| 3Y | +70.3% | +124.8% | -54.6% | +38.6% |
| All | +90.2% | +312.6% | -222.4% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON 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 AXON 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