+90.2%
JEPQ vs ETR
+108.3%
-18.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -1.8% | +1.7% | +0.2% |
| 30D | +0.8% | -1.8% | +2.5% | +1.1% |
| 3M | +4.0% | -3.6% | +7.5% | +4.5% |
| 6M | +10.4% | +2.6% | +7.8% | +9.4% |
| YTD | +11.4% | +16.0% | -4.6% | +7.6% |
| 1Y | +18.9% | +20.1% | -1.2% | +14.0% |
| 3Y | +70.3% | +143.6% | -73.3% | +37.9% |
| All | +90.2% | +108.3% | -18.0% | +62.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling