+90.5%
JEPQ vs JBHT
+65.5%
+25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | -0.3% |
| 7D | +0.7% | +4.9% | -4.2% | -0.4% |
| 30D | +2.0% | +0.6% | +1.4% | +1.8% |
| 3M | +2.0% | -3.2% | +5.2% | +2.4% |
| 6M | +10.4% | +17.0% | -6.6% | +5.7% |
| YTD | +11.6% | +41.7% | -30.1% | +1.9% |
| 1Y | +20.7% | +90.0% | -69.3% | +1.8% |
| 3Y | +70.8% | +47.0% | +23.8% | +50.9% |
| All | +90.5% | +65.5% | +25.0% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JBHT.
Daily Out/Under-Performance
Portfolio return minus JBHT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBHT 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 JBHT 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