+90.2%
JEPQ vs M
+8.3%
+81.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +7.7% | -6.9% | -0.3% |
| 7D | -0.2% | -4.2% | +4.1% | +0.4% |
| 30D | +0.8% | -7.2% | +8.0% | +1.7% |
| 3M | +4.0% | -11.1% | +15.1% | +5.4% |
| 6M | +10.4% | +28.8% | -18.4% | +5.9% |
| YTD | +11.4% | +2.0% | +9.4% | +10.1% |
| 1Y | +18.9% | +31.3% | -12.3% | +12.9% |
| 3Y | +70.3% | +119.1% | -48.8% | +42.5% |
| All | +90.2% | +8.3% | +81.9% | +78.0% |
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