+90.5%
JEPQ vs B
+121.6%
-31.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.6% |
| 7D | +0.7% | -1.6% | +2.3% | +0.9% |
| 30D | +2.0% | +9.4% | -7.5% | +0.5% |
| 3M | +2.0% | +5.0% | -3.0% | +0.9% |
| 6M | +10.4% | -3.5% | +13.9% | +10.0% |
| YTD | +11.6% | +4.5% | +7.1% | +9.6% |
| 1Y | +20.7% | +67.8% | -47.1% | +10.4% |
| 3Y | +70.8% | +196.7% | -125.9% | +41.4% |
| All | +90.5% | +121.6% | -31.1% | +65.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling