+90.5%
JEPQ vs BIL
+19.4%
+71.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.4% |
| 7D | +0.7% | +0.1% | +0.6% | +1.0% |
| 30D | +2.0% | +0.3% | +1.7% | +3.3% |
| 3M | +2.0% | +0.9% | +1.0% | +5.6% |
| 6M | +10.4% | +1.8% | +8.6% | +17.4% |
| YTD | +11.6% | +2.4% | +9.2% | +20.6% |
| 1Y | +20.7% | +3.7% | +17.0% | +35.4% |
| 3Y | +70.8% | +14.2% | +56.7% | +127.9% |
| All | +90.5% | +19.4% | +71.1% | +199.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling