+34.8%
JEPQ vs BIYA
-99.8%
+134.6%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.0% | +0.8% |
| 7D | -0.2% | -1.8% | +1.6% | -0.2% |
| 30D | +0.8% | -17.5% | +18.2% | +0.8% |
| 3M | +4.0% | -78.0% | +82.0% | +3.8% |
| 6M | +10.4% | -89.5% | +99.9% | +10.4% |
| YTD | +11.4% | -94.3% | +105.7% | +11.7% |
| 1Y | +18.9% | -98.6% | +117.5% | +20.9% |
| All | +34.8% | -99.8% | +134.6% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 10y: compounded portfolio wealth divided by compounded BIYA 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…
10y analysis · Full analysis span regression · 6 months rolling