+82.8%
JEPQ vs FIVE
+56.2%
+26.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | -6.6% | +17.4% | -24.0% | -8.7% |
| 3M | -2.6% | +7.0% | -9.6% | -3.7% |
| 6M | +0.5% | +20.5% | -20.0% | -2.8% |
| YTD | +7.1% | +33.1% | -26.0% | +1.7% |
| 1Y | +8.1% | +67.1% | -59.0% | -0.9% |
| 3Y | +61.2% | +41.9% | +19.3% | +45.6% |
| All | +82.8% | +56.2% | +26.7% | +56.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling