+90.5%
JEPQ vs M
+13.0%
+77.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.1% |
| 7D | +0.7% | +4.7% | -4.0% | 0.0% |
| 30D | +2.0% | -9.6% | +11.6% | +3.4% |
| 3M | +2.0% | +0.9% | +1.1% | +1.6% |
| 6M | +10.4% | +22.3% | -11.9% | +6.7% |
| YTD | +11.6% | +6.5% | +5.1% | +9.7% |
| 1Y | +20.7% | +38.8% | -18.1% | +13.8% |
| 3Y | +70.8% | +115.9% | -45.1% | +43.6% |
| All | +90.5% | +13.0% | +77.5% | +77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling