+72.9%
JEPQ vs JBHT
+31.5%
+41.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBHT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.8% | +1.3% |
| 7D | -5.6% | -1.6% | -4.0% | -5.3% |
| 30D | -11.3% | -2.3% | -9.0% | -10.9% |
| 3M | -7.4% | -18.5% | +11.1% | -3.7% |
| 6M | -4.5% | -11.3% | +6.8% | -3.0% |
| YTD | +1.3% | +12.6% | -11.3% | -3.2% |
| 1Y | +3.8% | +29.8% | -26.0% | -4.2% |
| 3Y | +54.8% | +28.1% | +26.7% | +39.0% |
| All | +72.9% | +31.5% | +41.4% | +49.7% |
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