+18.4%
JEPQ vs BIL
+3.7%
+14.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.7% |
| 7D | -0.7% | +0.1% | -0.7% | -0.2% |
| 30D | +0.6% | +0.3% | +0.3% | +3.3% |
| 3M | +5.8% | +0.9% | +4.9% | +14.8% |
| 6M | +9.7% | +1.8% | +7.9% | +23.9% |
| YTD | +10.5% | +2.5% | +8.1% | +24.3% |
| 1Y | +18.4% | +3.7% | +14.7% | +35.7% |
| All | +18.4% | +3.7% | +14.7% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 1y: compounded portfolio wealth divided by compounded BIL 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…
1y analysis · Full analysis span regression · 6 months rolling