+90.2%
JEPQ vs BTI
+81.2%
+9.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | +0.8% | -1.1% | +1.9% | +0.9% |
| 3M | +4.0% | -8.8% | +12.7% | +4.8% |
| 6M | +10.4% | -4.0% | +14.3% | +10.3% |
| YTD | +11.4% | +0.4% | +11.1% | +10.5% |
| 1Y | +18.9% | +1.9% | +17.0% | +17.6% |
| 3Y | +70.3% | +108.5% | -38.2% | +45.3% |
| All | +90.2% | +81.2% | +9.1% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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