+70.3%
JEPQ vs EXC
+20.6%
+49.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | -0.2% |
| 7D | +1.1% | +0.3% | +0.7% | +1.1% |
| 30D | +1.3% | -0.9% | +2.2% | +1.3% |
| 3M | +4.7% | -2.7% | +7.4% | +4.4% |
| 6M | +10.6% | -9.4% | +20.0% | +10.0% |
| YTD | +11.4% | +3.0% | +8.4% | +11.6% |
| 1Y | +19.4% | +5.1% | +14.3% | +19.7% |
| All | +70.3% | +20.6% | +49.7% | +73.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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