+90.4%
JEPQ vs EL
-55.7%
+146.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | +1.4% | +1.7% | -0.2% | +1.2% |
| 30D | +1.3% | +15.5% | -14.2% | -1.1% |
| 3M | +3.8% | +20.6% | -16.7% | +0.6% |
| 6M | +12.2% | +10.5% | +1.7% | +9.6% |
| YTD | +11.6% | -1.9% | +13.4% | +10.3% |
| 1Y | +19.9% | +16.1% | +3.8% | +14.9% |
| 3Y | +71.9% | -30.2% | +102.1% | +73.6% |
| All | +90.4% | -55.7% | +146.1% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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