+90.5%
JEPQ vs FIVE
+57.1%
+33.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +5.1% | -4.8% | -0.4% |
| 7D | +0.7% | +4.3% | -3.6% | +0.1% |
| 30D | +2.0% | +12.5% | -10.5% | +0.1% |
| 3M | +2.0% | +31.2% | -29.2% | -2.2% |
| 6M | +10.4% | +14.4% | -4.0% | +7.5% |
| YTD | +11.6% | +33.9% | -22.3% | +6.0% |
| 1Y | +20.7% | +65.1% | -44.4% | +10.8% |
| 3Y | +70.8% | +49.0% | +21.9% | +52.7% |
| All | +90.5% | +57.1% | +33.4% | +63.3% |
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