+90.2%
JEPQ vs EXEL
+148.0%
-57.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +1.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.4% |
| 30D | +0.8% | +11.4% | -10.6% | -0.4% |
| 3M | +4.0% | +4.9% | -0.9% | +3.2% |
| 6M | +10.4% | +34.4% | -24.0% | +6.3% |
| YTD | +11.4% | +28.0% | -16.6% | +7.8% |
| 1Y | +18.9% | +43.6% | -24.7% | +13.2% |
| 3Y | +70.3% | +155.2% | -84.9% | +45.7% |
| All | +90.2% | +148.0% | -57.8% | +60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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