+90.2%
JEPQ vs JEPI
+41.5%
+48.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.6% |
| 7D | +1.1% | -1.1% | +2.2% | +2.5% |
| 30D | +1.3% | -1.3% | +2.6% | +2.9% |
| 3M | +4.7% | +3.3% | +1.3% | +0.5% |
| 6M | +10.6% | +1.0% | +9.6% | +9.2% |
| YTD | +11.4% | +4.2% | +7.2% | +5.8% |
| 1Y | +19.4% | +7.9% | +11.5% | +8.6% |
| 3Y | +71.7% | +30.0% | +41.7% | +24.2% |
| All | +90.2% | +41.5% | +48.8% | +28.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling