+123.1%
JEPQ vs BOXX
+18.5%
+104.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.2% | +0.1% | -0.2% | -0.2% |
| 30D | +0.8% | +0.3% | +0.5% | +0.5% |
| 3M | +4.0% | +1.0% | +2.9% | +3.0% |
| 6M | +10.4% | +1.9% | +8.5% | +7.9% |
| YTD | +11.4% | +2.7% | +8.7% | +7.7% |
| 1Y | +18.9% | +4.0% | +14.9% | +13.2% |
| 3Y | +70.3% | +14.7% | +55.6% | +79.2% |
| All | +123.1% | +18.5% | +104.7% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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