+79.3%
JEPQ vs FIVE
+57.9%
+21.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.4% | +7.3% | -8.7% | -2.3% |
| 30D | -8.6% | +18.1% | -26.7% | -10.8% |
| 3M | -4.5% | +7.7% | -12.2% | -5.7% |
| 6M | -1.3% | +13.6% | -14.9% | -3.7% |
| YTD | +5.0% | +34.6% | -29.6% | -0.4% |
| 1Y | +5.9% | +66.2% | -60.4% | -2.8% |
| 3Y | +58.0% | +43.5% | +14.5% | +42.6% |
| All | +79.3% | +57.9% | +21.4% | +53.4% |
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