+79.3%
JEPQ vs JBHT
+37.1%
+42.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -1.4% | +0.9% | -2.3% | -1.5% |
| 30D | -8.6% | -1.1% | -7.5% | -8.4% |
| 3M | -4.5% | -14.8% | +10.3% | -1.7% |
| 6M | -1.3% | -7.4% | +6.1% | -0.6% |
| YTD | +5.0% | +17.3% | -12.3% | -0.5% |
| 1Y | +5.9% | +35.3% | -29.4% | -3.2% |
| 3Y | +58.0% | +33.9% | +24.1% | +40.4% |
| All | +79.3% | +37.1% | +42.2% | +53.9% |
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