+90.2%
JEPQ vs BR
+25.6%
+64.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -0.2% | -3.0% | +2.8% | +0.6% |
| 30D | +0.8% | -0.3% | +1.1% | +0.7% |
| 3M | +4.0% | +17.3% | -13.3% | -1.2% |
| 6M | +10.4% | -6.7% | +17.1% | +12.8% |
| YTD | +11.4% | -23.4% | +34.9% | +22.1% |
| 1Y | +18.9% | -32.7% | +51.6% | +37.2% |
| 3Y | +70.3% | -5.9% | +76.2% | +67.8% |
| All | +90.2% | +25.6% | +64.6% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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