+82.2%
JEPQ vs EW
+1.2%
+81.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.3% |
| 7D | +3.4% | +4.9% | -1.5% | +2.5% |
| 30D | -5.6% | +23.9% | -29.5% | -9.3% |
| 3M | -4.2% | +15.8% | -19.9% | -6.8% |
| 6M | -0.2% | +31.7% | -31.8% | -5.4% |
| YTD | +6.7% | +25.7% | -19.0% | +1.8% |
| 1Y | +9.5% | +24.4% | -15.0% | +4.6% |
| 3Y | +60.5% | +65.9% | -5.3% | +38.1% |
| All | +82.2% | +1.2% | +81.0% | +84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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