+19.9%
JEPQ vs BURL
-9.0%
+28.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | +0.1% |
| 7D | +0.7% | -2.8% | +3.5% | +0.9% |
| 30D | +2.0% | -28.2% | +30.1% | +4.5% |
| 3M | +2.0% | -17.6% | +19.6% | +3.2% |
| 6M | +10.4% | -11.8% | +22.2% | +11.1% |
| YTD | +11.6% | -8.1% | +19.7% | +12.2% |
| All | +19.9% | -9.0% | +28.9% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling