+88.7%
JEPQ vs ENB
+42.6%
+46.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | +0.1% |
| 7D | -0.7% | -4.6% | +3.9% | +0.5% |
| 30D | +0.6% | -5.2% | +5.8% | +1.8% |
| 3M | +5.8% | -13.4% | +19.2% | +9.5% |
| 6M | +9.7% | -7.8% | +17.5% | +11.3% |
| YTD | +10.5% | +4.9% | +5.6% | +7.7% |
| 1Y | +18.4% | +3.2% | +15.2% | +15.8% |
| 3Y | +70.3% | +71.0% | -0.7% | +37.4% |
| All | +88.7% | +42.6% | +46.1% | +68.3% |
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