+90.2%
JEPQ vs BTDR
+18.8%
+71.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -2.9% | +0.7% |
| 7D | -0.2% | -3.4% | +3.2% | 0.0% |
| 30D | +0.8% | +32.6% | -31.8% | -0.6% |
| 3M | +4.0% | -32.2% | +36.2% | +5.0% |
| 6M | +10.4% | +52.4% | -42.0% | +7.5% |
| YTD | +11.4% | +6.7% | +4.7% | +9.7% |
| 1Y | +18.9% | -15.2% | +34.2% | +17.1% |
| 3Y | +70.3% | +14.9% | +55.4% | +62.1% |
| All | +90.2% | +18.8% | +71.4% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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