+18.4%
JEPQ vs M
+25.2%
-6.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.4% |
| 7D | -0.7% | -8.8% | +8.1% | +0.2% |
| 30D | +0.6% | -16.4% | +16.9% | +2.2% |
| 3M | +5.8% | -10.8% | +16.6% | +6.6% |
| 6M | +9.7% | +16.1% | -6.5% | +7.5% |
| YTD | +10.5% | -5.3% | +15.8% | +10.1% |
| 1Y | +18.4% | +24.9% | -6.5% | +13.5% |
| All | +18.4% | +25.2% | -6.8% | +13.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling