+70.3%
JEPQ vs JBL
+195.4%
-125.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.0% | -4.2% | -0.3% |
| 7D | -0.2% | +2.4% | -2.6% | -0.7% |
| 30D | +0.8% | -13.1% | +13.9% | +3.7% |
| 3M | +4.0% | -15.6% | +19.5% | +7.1% |
| 6M | +10.4% | +24.6% | -14.2% | +4.2% |
| YTD | +11.4% | +39.6% | -28.2% | +2.3% |
| 1Y | +18.9% | +48.6% | -29.7% | +7.2% |
| 3Y | +70.3% | +197.3% | -127.0% | +32.1% |
| All | +70.3% | +195.4% | -125.2% | +32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 3y: compounded portfolio wealth divided by compounded JBL 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…
3y analysis · Full analysis span regression · 6 months rolling