+90.2%
JEPQ vs EME
+644.1%
-553.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.3% | -3.5% | -0.3% |
| 7D | -0.2% | +3.5% | -3.7% | -1.1% |
| 30D | +0.8% | -6.3% | +7.1% | +2.3% |
| 3M | +4.0% | -3.8% | +7.7% | +4.3% |
| 6M | +10.4% | +8.5% | +1.9% | +6.9% |
| YTD | +11.4% | +27.8% | -16.4% | +2.9% |
| 1Y | +18.9% | +22.2% | -3.3% | +9.6% |
| 3Y | +70.3% | +253.5% | -183.2% | +8.4% |
| All | +90.2% | +644.1% | -553.9% | -17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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