+88.7%
JEPQ vs GEN
+31.4%
+57.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.9% |
| 7D | -0.7% | -4.3% | +3.7% | +0.2% |
| 30D | +0.6% | +3.8% | -3.2% | -0.2% |
| 3M | +5.8% | +22.3% | -16.5% | +1.4% |
| 6M | +9.7% | +39.0% | -29.3% | +1.7% |
| YTD | +10.5% | +11.9% | -1.4% | +7.5% |
| 1Y | +18.4% | +4.5% | +13.9% | +16.9% |
| 3Y | +70.3% | +59.0% | +11.3% | +50.8% |
| All | +88.7% | +31.4% | +57.3% | +73.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 5y: compounded portfolio wealth divided by compounded GEN 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…
5y analysis · Full analysis span regression · 6 months rolling