+74.5%
JEPQ vs BURL
+17.7%
+56.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | -5.6% | +4.1% | -9.7% | -6.2% |
| 30D | -11.3% | -9.5% | -1.8% | -10.1% |
| 3M | -6.5% | -33.5% | +27.0% | -0.9% |
| 6M | -3.6% | -22.1% | +18.5% | -0.6% |
| YTD | +2.2% | -14.6% | +16.8% | +3.6% |
| 1Y | +4.8% | -8.4% | +13.1% | +4.6% |
| 3Y | +56.3% | +86.6% | -30.3% | +37.0% |
| All | +74.5% | +17.7% | +56.8% | +60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling