+88.7%
JEPQ vs ETSY
-28.4%
+117.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.4% | -0.9% |
| 7D | -0.7% | -12.7% | +12.1% | +0.9% |
| 30D | +0.6% | -9.9% | +10.5% | +1.7% |
| 3M | +5.8% | +4.2% | +1.6% | +4.8% |
| 6M | +9.7% | +34.2% | -24.5% | +4.7% |
| YTD | +10.5% | +29.1% | -18.6% | +5.6% |
| 1Y | +18.4% | +23.8% | -5.4% | +12.7% |
| 3Y | +70.3% | +6.6% | +63.7% | +60.1% |
| All | +88.7% | -28.4% | +117.1% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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