+90.2%
JEPQ vs ELV
-10.7%
+100.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.4% |
| 7D | -0.2% | +2.8% | -2.9% | -0.4% |
| 30D | +0.8% | +4.9% | -4.1% | +0.4% |
| 3M | +4.0% | +4.9% | -0.9% | +3.4% |
| 6M | +10.4% | +45.1% | -34.7% | +6.7% |
| YTD | +11.4% | +20.7% | -9.2% | +9.1% |
| 1Y | +18.9% | +35.0% | -16.1% | +15.1% |
| 3Y | +70.3% | -2.4% | +72.7% | +68.7% |
| All | +90.2% | -10.7% | +100.9% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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