+82.8%
JEPQ vs BURL
+22.2%
+60.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.9% | +1.1% | +1.9% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | -6.6% | -4.4% | -2.1% | -6.0% |
| 3M | -2.6% | -28.6% | +26.0% | +2.2% |
| 6M | +0.5% | -12.3% | +12.8% | +1.7% |
| YTD | +7.1% | -11.3% | +18.4% | +7.9% |
| 1Y | +8.1% | -10.4% | +18.5% | +8.4% |
| 3Y | +61.2% | +96.1% | -34.9% | +40.2% |
| All | +82.8% | +22.2% | +60.6% | +67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling