+88.7%
JEPQ vs ET
+161.3%
-72.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | -0.7% | +1.4% | -2.0% | -1.1% |
| 30D | +0.6% | +4.6% | -4.0% | -0.9% |
| 3M | +5.8% | +16.0% | -10.2% | +0.7% |
| 6M | +9.7% | +22.8% | -13.2% | +2.0% |
| YTD | +10.5% | +38.9% | -28.3% | -1.7% |
| 1Y | +18.4% | +34.1% | -15.7% | +6.5% |
| 3Y | +70.3% | +98.8% | -28.5% | +31.9% |
| All | +88.7% | +161.3% | -72.6% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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