+90.2%
JEPQ vs JEPI
+41.7%
+48.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | 0.0% |
| 7D | -0.2% | -1.0% | +0.8% | +1.1% |
| 30D | +0.8% | -1.4% | +2.2% | +2.5% |
| 3M | +4.0% | +3.5% | +0.4% | -0.4% |
| 6M | +10.4% | +1.9% | +8.5% | +7.8% |
| YTD | +11.4% | +4.4% | +7.0% | +5.6% |
| 1Y | +18.9% | +7.2% | +11.7% | +9.1% |
| 3Y | +70.3% | +29.8% | +40.5% | +23.5% |
| All | +90.2% | +41.7% | +48.5% | +28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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