+90.2%
JEPQ vs BNY
+323.0%
-232.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | -1.3% | +1.2% | +0.4% |
| 30D | +0.8% | -0.2% | +0.9% | +0.8% |
| 3M | +4.0% | +14.9% | -11.0% | -1.7% |
| 6M | +10.4% | +40.0% | -29.6% | -3.6% |
| YTD | +11.4% | +42.0% | -30.5% | -3.6% |
| 1Y | +18.9% | +56.9% | -37.9% | -1.3% |
| 3Y | +70.3% | +289.9% | -219.6% | -1.0% |
| All | +90.2% | +323.0% | -232.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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