+90.4%
JEPQ vs EMB
+30.2%
+60.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +1.4% | +0.3% | +1.2% | +1.2% |
| 30D | +1.3% | -0.5% | +1.8% | +1.8% |
| 3M | +3.8% | +0.3% | +3.5% | +3.6% |
| 6M | +12.2% | +1.2% | +11.0% | +11.1% |
| YTD | +11.6% | +1.5% | +10.1% | +10.3% |
| 1Y | +19.9% | +4.8% | +15.1% | +15.3% |
| 3Y | +71.9% | +30.4% | +41.5% | +39.4% |
| All | +90.4% | +30.2% | +60.2% | +59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling