+82.2%
JEPQ vs ED
+51.9%
+30.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.0% |
| 7D | +3.4% | +2.1% | +1.3% | +3.5% |
| 30D | -5.6% | +10.4% | -16.0% | -5.3% |
| 3M | -4.2% | +12.5% | -16.7% | -3.8% |
| 6M | -0.2% | +14.9% | -15.1% | +0.1% |
| YTD | +6.7% | +24.8% | -18.1% | +6.6% |
| 1Y | +9.5% | +23.8% | -14.4% | +9.4% |
| 3Y | +60.5% | +51.6% | +8.9% | +52.9% |
| All | +82.2% | +51.9% | +30.3% | +73.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling