+90.4%
JEPQ vs EMR
+93.8%
-3.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.4% | +3.1% | -1.6% | +0.4% |
| 30D | +1.3% | -3.5% | +4.9% | +2.5% |
| 3M | +3.8% | +9.8% | -5.9% | +0.1% |
| 6M | +12.2% | +10.8% | +1.4% | +7.2% |
| YTD | +11.6% | +15.9% | -4.4% | +4.0% |
| 1Y | +19.9% | +16.4% | +3.5% | +11.1% |
| 3Y | +71.9% | +62.1% | +9.8% | +36.7% |
| All | +90.4% | +93.8% | -3.4% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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