+60.5%
JEPQ vs EXR
+53.5%
+7.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.4% | -0.4% | +3.8% | +3.5% |
| 30D | -5.6% | +18.2% | -23.8% | -7.4% |
| 3M | -4.2% | +7.3% | -11.5% | -4.9% |
| 6M | -0.2% | +13.8% | -14.0% | -1.9% |
| YTD | +6.7% | +25.9% | -19.2% | +3.1% |
| 1Y | +9.5% | +25.8% | -16.3% | +5.7% |
| 3Y | +60.5% | +53.7% | +6.8% | +52.3% |
| All | +60.5% | +53.5% | +7.0% | +52.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling