+88.7%
JEPQ vs BN
+44.9%
+43.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -0.7% | -5.9% | +5.2% | +1.4% |
| 30D | +0.6% | -15.1% | +15.6% | +6.4% |
| 3M | +5.8% | -14.6% | +20.4% | +11.6% |
| 6M | +9.7% | -8.4% | +18.1% | +12.3% |
| YTD | +10.5% | -16.8% | +27.3% | +16.7% |
| 1Y | +18.4% | -14.4% | +32.8% | +23.3% |
| 3Y | +70.3% | +70.1% | +0.2% | +34.8% |
| All | +88.7% | +44.9% | +43.8% | +63.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling