+82.2%
JEPQ vs EXC
+15.2%
+67.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | +3.4% | +1.4% | +2.0% | +3.3% |
| 30D | -5.6% | +8.6% | -14.2% | -6.3% |
| 3M | -4.2% | +2.4% | -6.5% | -4.3% |
| 6M | -0.2% | +6.5% | -6.6% | -1.0% |
| YTD | +6.7% | +9.0% | -2.3% | +5.3% |
| 1Y | +9.5% | +4.6% | +4.9% | +8.7% |
| 3Y | +60.5% | +33.5% | +27.0% | +51.3% |
| All | +82.2% | +15.2% | +67.0% | +80.9% |
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