+90.2%
JEPQ vs BN
+45.5%
+44.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.2% | -5.2% | +5.0% | +1.7% |
| 30D | +0.8% | -14.5% | +15.3% | +6.4% |
| 3M | +4.0% | -15.0% | +19.0% | +9.9% |
| 6M | +10.4% | -5.4% | +15.8% | +11.7% |
| YTD | +11.4% | -16.4% | +27.9% | +17.5% |
| 1Y | +18.9% | -16.2% | +35.2% | +24.9% |
| 3Y | +70.3% | +67.5% | +2.8% | +35.7% |
| All | +90.2% | +45.5% | +44.7% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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