+90.4%
JEPQ vs B
+118.4%
-28.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.4% | +0.2% |
| 7D | +1.4% | +2.3% | -0.9% | +1.1% |
| 30D | +1.3% | +1.4% | 0.0% | +1.0% |
| 3M | +3.8% | +12.2% | -8.3% | +1.8% |
| 6M | +12.2% | -2.1% | +14.3% | +11.6% |
| YTD | +11.6% | +2.9% | +8.6% | +9.8% |
| 1Y | +19.9% | +55.3% | -35.4% | +10.9% |
| 3Y | +71.9% | +198.7% | -126.8% | +42.1% |
| All | +90.4% | +118.4% | -28.0% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling