+90.2%
JEPQ vs FIVE
+53.9%
+36.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | +1.1% | +1.7% | -0.6% | +0.8% |
| 30D | +1.3% | +5.0% | -3.7% | +0.5% |
| 3M | +4.7% | +29.5% | -24.8% | +0.6% |
| 6M | +10.6% | +12.4% | -1.8% | +8.0% |
| YTD | +11.4% | +31.2% | -19.8% | +6.2% |
| 1Y | +19.4% | +72.9% | -53.4% | +8.9% |
| 3Y | +71.7% | +53.0% | +18.7% | +52.2% |
| All | +90.2% | +53.9% | +36.3% | +63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 10y: compounded portfolio wealth divided by compounded FIVE 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…
10y analysis · Full analysis span regression · 6 months rolling