+9.5%
JEPQ vs B
+2.6%
+6.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -5.2% |
| 3M | -4.2% | -7.8% | +3.6% | -3.4% |
| 6M | -0.2% | -15.5% | +15.4% | +1.3% |
| YTD | +6.7% | -12.3% | +19.0% | +6.0% |
| 1Y | +9.5% | +5.4% | +4.1% | +4.5% |
| All | +9.5% | +2.6% | +6.9% | +4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling