+90.2%
JEPQ vs BG
+19.1%
+71.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | +1.1% | +0.5% | +0.5% | +1.0% |
| 30D | +1.3% | +10.3% | -9.0% | +0.2% |
| 3M | +4.7% | -1.9% | +6.6% | +4.8% |
| 6M | +10.6% | +5.2% | +5.4% | +9.6% |
| YTD | +11.4% | +41.2% | -29.7% | +6.3% |
| 1Y | +19.4% | +50.5% | -31.1% | +12.6% |
| 3Y | +71.7% | +19.9% | +51.8% | +65.4% |
| All | +90.2% | +19.1% | +71.1% | +90.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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