+60.7%
JEPQ vs BURL
+94.4%
-33.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +5.7% | +0.4% | +5.3% | +5.7% |
| 30D | -6.8% | -4.3% | -2.5% | -6.3% |
| 3M | -3.4% | -28.8% | +25.4% | +0.8% |
| 6M | +0.3% | -12.8% | +13.1% | +1.3% |
| YTD | +6.8% | -12.8% | +19.6% | +7.7% |
| 1Y | +7.7% | -12.3% | +20.0% | +8.3% |
| All | +60.7% | +94.4% | -33.7% | +54.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling