+82.8%
JEPQ vs M
+22.9%
+59.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.1% |
| 7D | -0.3% | -3.3% | +3.0% | +0.1% |
| 30D | -6.6% | +8.1% | -14.7% | -7.7% |
| 3M | -2.6% | +2.2% | -4.8% | -3.1% |
| 6M | +0.5% | +35.1% | -34.6% | -4.3% |
| YTD | +7.1% | +15.8% | -8.7% | +3.9% |
| 1Y | +8.1% | +25.8% | -17.8% | +3.4% |
| 3Y | +61.2% | +156.2% | -95.1% | +32.0% |
| All | +82.8% | +22.9% | +59.9% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling