+90.2%
JEPQ vs ENB
+41.3%
+49.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.2% | -4.7% | +4.5% | +1.0% |
| 30D | +0.8% | -5.9% | +6.7% | +2.2% |
| 3M | +4.0% | -14.2% | +18.2% | +7.8% |
| 6M | +10.4% | -8.6% | +19.0% | +12.3% |
| YTD | +11.4% | +3.9% | +7.5% | +8.8% |
| 1Y | +18.9% | +1.8% | +17.1% | +16.8% |
| 3Y | +70.3% | +68.5% | +1.8% | +38.0% |
| All | +90.2% | +41.3% | +49.0% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 10y: compounded portfolio wealth divided by compounded ENB 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…
10y analysis · Full analysis span regression · 6 months rolling