+90.5%
JEPQ vs ELF
+357.1%
-266.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.1% |
| 7D | +0.7% | +5.4% | -4.7% | +0.2% |
| 30D | +2.0% | +27.0% | -25.0% | -0.4% |
| 3M | +2.0% | +113.2% | -111.2% | -5.5% |
| 6M | +10.4% | +36.6% | -26.2% | +6.4% |
| YTD | +11.6% | +44.2% | -32.6% | +6.6% |
| 1Y | +20.7% | -18.0% | +38.7% | +20.5% |
| 3Y | +70.8% | -19.9% | +90.8% | +60.7% |
| All | +90.5% | +357.1% | -266.6% | +10.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling