+18.9%
JEPQ vs ENPH
-2.4%
+21.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +0.9% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +0.8% | -10.8% | +11.6% | +1.5% |
| 3M | +4.0% | -33.8% | +37.8% | +6.1% |
| 6M | +10.4% | -16.1% | +26.5% | +11.3% |
| YTD | +11.4% | +13.4% | -2.0% | +10.4% |
| 1Y | +18.9% | -2.6% | +21.5% | +18.0% |
| All | +18.9% | -2.4% | +21.3% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 1y: compounded portfolio wealth divided by compounded ENPH 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…
1y analysis · Full analysis span regression · 6 months rolling