+90.4%
JEPQ vs EW
-18.1%
+108.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.6% |
| 7D | +1.4% | -4.4% | +5.9% | +2.3% |
| 30D | +1.3% | -3.3% | +4.7% | +1.9% |
| 3M | +3.8% | +1.0% | +2.8% | +3.4% |
| 6M | +12.2% | +6.2% | +5.9% | +10.5% |
| YTD | +11.6% | +1.7% | +9.8% | +10.7% |
| 1Y | +19.9% | +8.1% | +11.8% | +17.5% |
| 3Y | +71.9% | +17.1% | +54.8% | +59.6% |
| All | +90.4% | -18.1% | +108.6% | +100.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling