+90.2%
JEPQ vs EXE
+27.6%
+62.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.1% |
| 7D | -0.2% | -3.1% | +3.0% | +0.3% |
| 30D | +0.8% | -0.9% | +1.7% | +0.9% |
| 3M | +4.0% | +9.6% | -5.6% | +2.4% |
| 6M | +10.4% | -11.6% | +22.0% | +12.1% |
| YTD | +11.4% | -12.6% | +24.0% | +13.1% |
| 1Y | +18.9% | +1.2% | +17.7% | +17.4% |
| 3Y | +70.3% | +18.0% | +52.3% | +62.9% |
| All | +90.2% | +27.6% | +62.7% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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