+90.2%
JEPQ vs BROS
-9.1%
+99.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.7% |
| 7D | -0.2% | -5.8% | +5.6% | +0.5% |
| 30D | +0.8% | -14.0% | +14.7% | +2.4% |
| 3M | +4.0% | -32.5% | +36.5% | +8.2% |
| 6M | +10.4% | -14.9% | +25.3% | +11.2% |
| YTD | +11.4% | -28.3% | +39.7% | +14.3% |
| 1Y | +18.9% | -34.0% | +52.9% | +22.8% |
| 3Y | +70.3% | +63.0% | +7.3% | +51.7% |
| All | +90.2% | -9.1% | +99.3% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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