+88.7%
JEPQ vs ED
+33.9%
+54.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.7% | -1.9% | +1.2% | -0.7% |
| 30D | +0.6% | +0.1% | +0.5% | +0.6% |
| 3M | +5.8% | 0.0% | +5.8% | +5.7% |
| 6M | +9.7% | -2.5% | +12.2% | +9.7% |
| YTD | +10.5% | +10.1% | +0.4% | +10.0% |
| 1Y | +18.4% | +13.6% | +4.8% | +17.6% |
| 3Y | +70.3% | +32.4% | +37.9% | +62.2% |
| All | +88.7% | +33.9% | +54.7% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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