+82.8%
JEPQ vs EXC
+13.6%
+69.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.3% | -1.4% | +1.0% | -0.2% |
| 30D | -6.6% | +8.3% | -14.9% | -7.2% |
| 3M | -2.6% | +2.6% | -5.2% | -2.8% |
| 6M | +0.5% | +5.2% | -4.7% | -0.2% |
| YTD | +7.1% | +7.5% | -0.4% | +5.8% |
| 1Y | +8.1% | +3.2% | +4.9% | +7.4% |
| 3Y | +61.2% | +29.5% | +31.6% | +52.8% |
| All | +82.8% | +13.6% | +69.2% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling