+88.7%
JEPQ vs ECL
+70.0%
+18.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -0.7% | -2.6% | +2.0% | +0.3% |
| 30D | +0.6% | -4.6% | +5.1% | +2.1% |
| 3M | +5.8% | +6.0% | -0.2% | +3.2% |
| 6M | +9.7% | -3.0% | +12.6% | +10.2% |
| YTD | +10.5% | +4.0% | +6.5% | +8.0% |
| 1Y | +18.4% | +2.0% | +16.4% | +16.1% |
| 3Y | +70.3% | +53.9% | +16.4% | +39.1% |
| All | +88.7% | +70.0% | +18.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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