+70.3%
JEPQ vs ETR
+148.1%
-77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | 0.0% |
| 7D | +1.1% | +0.4% | +0.7% | +1.0% |
| 30D | +1.3% | +2.0% | -0.7% | +1.1% |
| 3M | +4.7% | -1.7% | +6.4% | +4.8% |
| 6M | +10.6% | +3.6% | +7.0% | +10.0% |
| YTD | +11.4% | +18.0% | -6.6% | +9.0% |
| 1Y | +19.4% | +26.2% | -6.8% | +16.0% |
| All | +70.3% | +148.1% | -77.8% | +61.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling