+84.1%
JEPQ vs ECL
+91.1%
-7.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.9% | +0.1% |
| 7D | +5.7% | -0.5% | +6.2% | +5.9% |
| 30D | -5.9% | +6.6% | -12.5% | -7.9% |
| 3M | -2.5% | +9.6% | -12.1% | -5.6% |
| 6M | +1.3% | +21.6% | -20.3% | -6.0% |
| YTD | +7.8% | +16.9% | -9.1% | +1.2% |
| 1Y | +8.8% | +17.9% | -9.1% | +1.6% |
| 3Y | +62.3% | +76.5% | -14.2% | +26.2% |
| All | +84.1% | +91.1% | -7.0% | +39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling