+90.4%
JEPQ vs ENPH
-77.9%
+168.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -0.6% |
| 7D | +1.4% | +9.3% | -7.8% | +0.7% |
| 30D | +1.3% | -7.3% | +8.6% | +1.9% |
| 3M | +3.8% | -31.7% | +35.6% | +6.5% |
| 6M | +12.2% | -3.5% | +15.6% | +11.3% |
| YTD | +11.6% | +21.2% | -9.6% | +7.9% |
| 1Y | +19.9% | +0.1% | +19.8% | +17.3% |
| 3Y | +71.9% | -67.7% | +139.6% | +79.1% |
| All | +90.4% | -77.9% | +168.3% | +96.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling