+88.7%
JEPQ vs BB
+28.0%
+60.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.4% |
| 7D | -0.7% | -2.1% | +1.4% | -0.4% |
| 30D | +0.6% | -16.0% | +16.6% | +2.7% |
| 3M | +5.8% | -14.5% | +20.3% | +7.1% |
| 6M | +9.7% | +118.6% | -108.9% | -3.3% |
| YTD | +10.5% | +98.9% | -88.4% | -1.4% |
| 1Y | +18.4% | +99.5% | -81.1% | +5.0% |
| 3Y | +70.3% | +65.4% | +5.0% | +49.8% |
| All | +88.7% | +28.0% | +60.7% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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