+39.4%
JEPQ vs ETHA
-27.9%
+67.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.2% | -2.4% | +0.4% |
| 7D | -0.2% | +3.5% | -3.6% | -0.6% |
| 30D | +0.8% | +35.3% | -34.5% | -2.9% |
| 3M | +4.0% | +50.9% | -46.9% | -1.3% |
| 6M | +10.4% | +22.1% | -11.7% | +7.1% |
| YTD | +11.4% | -14.6% | +26.0% | +11.7% |
| 1Y | +18.9% | -42.8% | +61.7% | +24.0% |
| All | +39.4% | -27.9% | +67.4% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 3y: compounded portfolio wealth divided by compounded ETHA 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…
3y analysis · Full analysis span regression · 6 months rolling