+84.1%
JEPQ vs BURL
+20.1%
+64.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | 0.0% |
| 7D | +5.7% | +0.4% | +5.3% | +5.6% |
| 30D | -5.9% | -4.3% | -1.6% | -5.4% |
| 3M | -2.5% | -28.8% | +26.3% | +2.3% |
| 6M | +1.3% | -12.8% | +14.1% | +2.5% |
| YTD | +7.8% | -12.8% | +20.6% | +8.9% |
| 1Y | +8.8% | -12.3% | +21.0% | +9.4% |
| 3Y | +62.3% | +92.7% | -30.4% | +41.5% |
| All | +84.1% | +20.1% | +64.0% | +69.2% |
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