+90.2%
JEPQ vs EW
-20.3%
+110.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +1.3% |
| 7D | -0.2% | -6.2% | +6.0% | +1.0% |
| 30D | +0.8% | -9.3% | +10.1% | +2.6% |
| 3M | +4.0% | -1.6% | +5.6% | +4.1% |
| 6M | +10.4% | -0.8% | +11.2% | +10.2% |
| YTD | +11.4% | -1.0% | +12.5% | +11.1% |
| 1Y | +18.9% | +8.2% | +10.8% | +16.4% |
| 3Y | +70.3% | +12.7% | +57.6% | +59.4% |
| All | +90.2% | -20.3% | +110.6% | +101.3% |
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