+90.5%
JEPQ vs EXPD
+92.1%
-1.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +0.7% | -1.1% | +1.8% | +1.0% |
| 30D | +2.0% | +4.1% | -2.1% | +1.0% |
| 3M | +2.0% | +17.9% | -15.9% | -2.3% |
| 6M | +10.4% | +29.2% | -18.8% | +3.1% |
| YTD | +11.6% | +27.4% | -15.8% | +3.9% |
| 1Y | +20.7% | +56.8% | -36.1% | +5.3% |
| 3Y | +70.8% | +68.0% | +2.8% | +42.8% |
| All | +90.5% | +92.1% | -1.6% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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