+70.3%
JEPQ vs ELF
-27.2%
+97.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.2% |
| 7D | +1.1% | -6.8% | +7.8% | +1.6% |
| 30D | +1.3% | +5.1% | -3.8% | +0.8% |
| 3M | +4.7% | +79.8% | -75.1% | -0.4% |
| 6M | +10.6% | +29.7% | -19.1% | +7.7% |
| YTD | +11.4% | +31.6% | -20.2% | +8.0% |
| 1Y | +19.4% | -27.9% | +47.3% | +20.4% |
| All | +70.3% | -27.2% | +97.5% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 3y: compounded portfolio wealth divided by compounded ELF 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…
3y analysis · Full analysis span regression · 6 months rolling