+82.2%
JEPQ vs ENB
+43.0%
+39.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.2% |
| 7D | +3.4% | +3.1% | +0.3% | +2.7% |
| 30D | -5.6% | +2.1% | -7.7% | -6.1% |
| 3M | -4.2% | -4.4% | +0.3% | -3.2% |
| 6M | -0.2% | -10.1% | +9.9% | +2.1% |
| YTD | +6.7% | +5.2% | +1.5% | +3.8% |
| 1Y | +9.5% | +4.2% | +5.2% | +6.8% |
| 3Y | +60.5% | +70.1% | -9.5% | +29.9% |
| All | +82.2% | +43.0% | +39.2% | +62.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling