+90.4%
JEPQ vs EXEL
+154.8%
-64.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.2% | +0.2% |
| 7D | +1.4% | +1.4% | +0.1% | +1.3% |
| 30D | +1.3% | +6.7% | -5.3% | +0.6% |
| 3M | +3.8% | +11.5% | -7.6% | +2.4% |
| 6M | +12.2% | +38.8% | -26.6% | +7.7% |
| YTD | +11.6% | +31.6% | -20.0% | +7.6% |
| 1Y | +19.9% | +53.0% | -33.1% | +13.3% |
| 3Y | +71.9% | +160.8% | -88.9% | +46.9% |
| All | +90.4% | +154.8% | -64.4% | +60.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling