+90.4%
JEPQ vs EXR
-12.5%
+103.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | +1.4% | -0.7% | +2.1% | +1.6% |
| 30D | +1.3% | -6.9% | +8.3% | +2.8% |
| 3M | +3.8% | -3.0% | +6.8% | +4.2% |
| 6M | +12.2% | -2.9% | +15.1% | +12.4% |
| YTD | +11.6% | +9.3% | +2.3% | +8.7% |
| 1Y | +19.9% | -0.9% | +20.8% | +19.2% |
| 3Y | +71.9% | +24.7% | +47.2% | +57.7% |
| All | +90.4% | -12.5% | +103.0% | +99.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling