+82.8%
JEPQ vs AXON
+171.5%
-88.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.3% | -2.3% | +1.5% |
| 7D | -0.3% | -25.6% | +25.3% | +2.9% |
| 30D | -6.6% | -23.9% | +17.3% | -3.8% |
| 3M | -2.6% | -50.4% | +47.9% | +5.1% |
| 6M | +0.5% | -20.0% | +20.5% | +1.2% |
| YTD | +7.1% | -44.5% | +51.6% | +12.2% |
| 1Y | +8.1% | -44.9% | +53.0% | +13.3% |
| 3Y | +61.2% | +44.7% | +16.4% | +38.0% |
| All | +82.8% | +171.5% | -88.7% | +27.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling