+88.7%
JEPQ vs BTDR
+14.5%
+74.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.5% | +5.7% | -0.5% |
| 7D | -0.7% | -3.2% | +2.5% | -0.5% |
| 30D | +0.6% | +32.7% | -32.1% | -0.8% |
| 3M | +5.8% | -28.4% | +34.2% | +6.6% |
| 6M | +9.7% | +51.7% | -42.1% | +6.9% |
| YTD | +10.5% | +2.9% | +7.7% | +9.0% |
| 1Y | +18.4% | -15.5% | +33.9% | +16.6% |
| 3Y | +70.3% | 0.0% | +70.3% | +62.3% |
| All | +88.7% | +14.5% | +74.2% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling