+20.7%
JEPQ vs EFX
-25.2%
+45.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +0.3% |
| 7D | +0.7% | -8.6% | +9.3% | +0.6% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +2.0% | +3.8% | -1.8% | +2.0% |
| 6M | +10.4% | -13.5% | +23.9% | +11.5% |
| YTD | +11.6% | -17.7% | +29.3% | +13.2% |
| 1Y | +20.7% | -25.6% | +46.3% | +22.5% |
| All | +20.7% | -25.2% | +45.9% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling