+90.2%
JEPQ vs ELAN
-8.4%
+98.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.6% |
| 7D | -0.2% | -5.4% | +5.3% | +0.6% |
| 30D | +0.8% | +4.7% | -3.9% | 0.0% |
| 3M | +4.0% | -3.7% | +7.6% | +4.2% |
| 6M | +10.4% | -1.2% | +11.6% | +9.6% |
| YTD | +11.4% | +2.4% | +9.0% | +9.9% |
| 1Y | +18.9% | +23.4% | -4.5% | +13.9% |
| 3Y | +70.3% | +96.7% | -26.4% | +44.6% |
| All | +90.2% | -8.4% | +98.6% | +106.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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