+90.2%
JEPQ vs BIDU
-26.4%
+116.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.7% |
| 7D | -0.2% | -8.1% | +8.0% | +1.0% |
| 30D | +0.8% | -12.8% | +13.6% | +2.5% |
| 3M | +4.0% | -21.3% | +25.2% | +7.1% |
| 6M | +10.4% | -27.0% | +37.4% | +14.4% |
| YTD | +11.4% | -30.0% | +41.5% | +15.8% |
| 1Y | +18.9% | -18.3% | +37.2% | +20.0% |
| 3Y | +70.3% | -33.8% | +104.1% | +73.6% |
| All | +90.2% | -26.4% | +116.6% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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