+90.5%
JEPQ vs EXPE
+102.8%
-12.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +2.0% | +0.6% |
| 7D | +0.7% | -9.5% | +10.2% | +2.4% |
| 30D | +2.0% | -6.6% | +8.6% | +3.0% |
| 3M | +2.0% | +31.4% | -29.4% | -3.4% |
| 6M | +10.4% | +35.2% | -24.8% | +3.3% |
| YTD | +11.6% | +5.8% | +5.8% | +8.9% |
| 1Y | +20.7% | +38.7% | -18.0% | +10.7% |
| 3Y | +70.8% | +175.8% | -105.0% | +31.1% |
| All | +90.5% | +102.8% | -12.3% | +55.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling