+82.2%
JEPQ vs BP
+83.9%
-1.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | +3.4% | +3.8% | -0.4% | +2.8% |
| 30D | -5.6% | -5.3% | -0.3% | -4.9% |
| 3M | -4.2% | +9.3% | -13.4% | -5.7% |
| 6M | -0.2% | +7.2% | -7.4% | -1.7% |
| YTD | +6.7% | +38.0% | -31.3% | -0.7% |
| 1Y | +9.5% | +33.2% | -23.7% | +2.5% |
| 3Y | +60.5% | +50.3% | +10.2% | +44.2% |
| All | +82.2% | +83.9% | -1.7% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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