+90.5%
JEPQ vs EXR
-12.5%
+103.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +0.7% | -2.6% | +3.2% | +1.2% |
| 30D | +2.0% | -7.2% | +9.2% | +3.5% |
| 3M | +2.0% | -3.5% | +5.5% | +2.5% |
| 6M | +10.4% | -5.3% | +15.7% | +11.2% |
| YTD | +11.6% | +9.4% | +2.3% | +8.8% |
| 1Y | +20.7% | +1.3% | +19.4% | +19.4% |
| 3Y | +70.8% | +22.4% | +48.4% | +57.6% |
| All | +90.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling