+71.9%
JEPQ vs BUD
+48.7%
+23.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | 0.0% |
| 7D | +1.4% | +0.8% | +0.7% | +1.4% |
| 30D | +1.3% | -4.8% | +6.1% | +1.7% |
| 3M | +3.8% | +1.4% | +2.5% | +3.6% |
| 6M | +12.2% | +9.9% | +2.3% | +10.7% |
| YTD | +11.6% | +26.3% | -14.8% | +8.4% |
| 1Y | +19.9% | +36.1% | -16.3% | +15.4% |
| 3Y | +71.9% | +48.6% | +23.3% | +60.1% |
| All | +71.9% | +48.7% | +23.2% | +60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 3y: compounded portfolio wealth divided by compounded BUD 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…
3y analysis · Full analysis span regression · 6 months rolling