+90.2%
JEPQ vs ELF
+317.2%
-227.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +3.9% | +0.3% |
| 7D | +1.1% | -6.8% | +7.8% | +1.7% |
| 30D | +1.3% | +5.1% | -3.8% | +0.7% |
| 3M | +4.7% | +79.8% | -75.1% | -1.4% |
| 6M | +10.6% | +29.7% | -19.1% | +7.1% |
| YTD | +11.4% | +31.6% | -20.2% | +7.3% |
| 1Y | +19.4% | -27.9% | +47.3% | +20.7% |
| 3Y | +71.7% | -26.4% | +98.1% | +62.7% |
| All | +90.2% | +317.2% | -227.0% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling