+68.9%
JEPQ vs BAX
-34.3%
+103.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -0.7% | -5.4% | +4.8% | -0.1% |
| 30D | +0.6% | -12.4% | +12.9% | +1.8% |
| 3M | +5.8% | +19.1% | -13.3% | +3.8% |
| 6M | +9.7% | +38.6% | -29.0% | +5.6% |
| YTD | +10.5% | +26.7% | -16.2% | +7.1% |
| 1Y | +18.4% | +1.0% | +17.4% | +17.3% |
| All | +68.9% | -34.3% | +103.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 3y: compounded portfolio wealth divided by compounded BAX 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…
3y analysis · Full analysis span regression · 6 months rolling