+9.5%
JEPQ vs EXR
+25.3%
-15.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.4% | -0.4% | +3.8% | +3.4% |
| 30D | -5.6% | +18.2% | -23.8% | -5.1% |
| 3M | -4.2% | +7.3% | -11.5% | -3.7% |
| 6M | -0.2% | +13.8% | -14.0% | -0.3% |
| YTD | +6.7% | +25.9% | -19.2% | +6.2% |
| 1Y | +9.5% | +25.8% | -16.3% | +8.8% |
| All | +9.5% | +25.3% | -15.8% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 1y: compounded portfolio wealth divided by compounded EXR 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…
1y analysis · Full analysis span regression · 6 months rolling