+8.4%
JEPQ vs EMB
+0.7%
+7.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -0.4% |
| 7D | -4.9% | +0.7% | -5.6% | -5.8% |
| 30D | -6.7% | +2.3% | -9.0% | -9.5% |
| 3M | -3.0% | -2.5% | -0.5% | +0.8% |
| 6M | +1.4% | -1.1% | +2.5% | +3.4% |
| YTD | +6.5% | -0.6% | +7.1% | +7.1% |
| 1Y | +8.4% | +0.6% | +7.8% | +6.2% |
| All | +8.4% | +0.7% | +7.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 1y: compounded portfolio wealth divided by compounded EMB 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…
1y analysis · Full analysis span regression · 6 months rolling