+88.7%
JEPQ vs EXPE
+88.4%
+0.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.1% |
| 7D | -0.7% | -8.7% | +8.0% | +0.8% |
| 30D | +0.6% | -13.6% | +14.2% | +2.8% |
| 3M | +5.8% | +26.6% | -20.9% | +0.7% |
| 6M | +9.7% | +19.9% | -10.3% | +5.0% |
| YTD | +10.5% | -1.7% | +12.2% | +9.1% |
| 1Y | +18.4% | +29.4% | -11.0% | +9.8% |
| 3Y | +70.3% | +155.7% | -85.3% | +32.4% |
| All | +88.7% | +88.4% | +0.3% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 5y: compounded portfolio wealth divided by compounded EXPE 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…
5y analysis · Full analysis span regression · 6 months rolling