+90.2%
JEPQ vs BROS
-6.9%
+97.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | +0.1% |
| 7D | +1.1% | -6.6% | +7.7% | +1.8% |
| 30D | +1.3% | -12.3% | +13.7% | +2.8% |
| 3M | +4.7% | -22.2% | +26.9% | +7.0% |
| 6M | +10.6% | -14.3% | +24.9% | +11.4% |
| YTD | +11.4% | -26.6% | +38.0% | +14.0% |
| 1Y | +19.4% | -31.5% | +50.9% | +22.8% |
| 3Y | +71.7% | +62.3% | +9.4% | +53.2% |
| All | +90.2% | -6.9% | +97.1% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling