+82.2%
JEPQ vs B
+86.2%
-4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | +3.4% | -7.3% | +10.7% | +4.5% |
| 30D | -5.6% | -3.3% | -2.3% | -5.3% |
| 3M | -4.2% | -7.8% | +3.6% | -3.4% |
| 6M | -0.2% | -15.5% | +15.4% | +1.5% |
| YTD | +6.7% | -12.3% | +19.0% | +7.2% |
| 1Y | +9.5% | +5.4% | +4.1% | +7.1% |
| 3Y | +60.5% | +165.5% | -105.0% | +34.6% |
| All | +82.2% | +86.2% | -4.0% | +62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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