+88.7%
JEPQ vs BBAI
-74.2%
+162.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.7% | -5.4% | +4.7% | -0.6% |
| 30D | +0.6% | -15.3% | +15.9% | +0.8% |
| 3M | +5.8% | -29.9% | +35.6% | +6.3% |
| 6M | +9.7% | -30.7% | +40.4% | +10.1% |
| YTD | +10.5% | -47.8% | +58.3% | +11.3% |
| 1Y | +18.4% | -40.4% | +58.8% | +18.9% |
| 3Y | +70.3% | +66.9% | +3.5% | +68.0% |
| All | +88.7% | -74.2% | +162.9% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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