+90.2%
JEPQ vs BTG
+47.4%
+42.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.2% | -3.8% | +3.6% | +0.2% |
| 30D | +0.8% | +3.6% | -2.9% | +0.3% |
| 3M | +4.0% | +32.0% | -28.1% | +0.5% |
| 6M | +10.4% | +3.4% | +7.0% | +9.0% |
| YTD | +11.4% | +20.8% | -9.4% | +7.6% |
| 1Y | +18.9% | +22.4% | -3.5% | +14.0% |
| 3Y | +70.3% | +91.7% | -21.4% | +51.4% |
| All | +90.2% | +47.4% | +42.8% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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