+90.2%
JEPQ vs EME
+618.9%
-528.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.5% |
| 7D | +1.1% | +2.7% | -1.7% | +0.3% |
| 30D | +1.3% | -6.8% | +8.1% | +3.0% |
| 3M | +4.7% | -8.8% | +13.5% | +6.5% |
| 6M | +10.6% | +5.0% | +5.6% | +8.0% |
| YTD | +11.4% | +23.5% | -12.1% | +3.8% |
| 1Y | +19.4% | +21.3% | -1.9% | +10.2% |
| 3Y | +71.7% | +241.1% | -169.4% | +10.3% |
| All | +90.2% | +618.9% | -528.7% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling