+82.2%
JEPQ vs M
+22.2%
+60.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.3% |
| 7D | +3.4% | +7.0% | -3.6% | +2.4% |
| 30D | -5.6% | +8.9% | -14.5% | -6.8% |
| 3M | -4.2% | +4.5% | -8.7% | -5.0% |
| 6M | -0.2% | +36.2% | -36.4% | -5.0% |
| YTD | +6.7% | +15.1% | -8.4% | +3.6% |
| 1Y | +9.5% | +27.4% | -18.0% | +4.5% |
| 3Y | +60.5% | +160.1% | -99.6% | +31.1% |
| All | +82.2% | +22.2% | +60.0% | +67.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling