+71.9%
JEPQ vs AXON
+134.7%
-62.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.2% |
| 7D | +1.4% | -2.5% | +3.9% | +1.7% |
| 30D | +1.3% | -11.5% | +12.8% | +2.3% |
| 3M | +3.8% | +7.3% | -3.5% | +2.3% |
| 6M | +12.2% | -11.9% | +24.1% | +12.6% |
| YTD | +11.6% | -11.0% | +22.6% | +11.3% |
| 1Y | +19.9% | -31.8% | +51.6% | +23.1% |
| 3Y | +71.9% | +135.4% | -63.5% | +44.0% |
| All | +71.9% | +134.7% | -62.8% | +44.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling