+88.7%
JEPQ vs MET
+66.6%
+22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.1% |
| 7D | -0.7% | -2.5% | +1.8% | +0.1% |
| 30D | +0.6% | 0.0% | +0.6% | +0.5% |
| 3M | +5.8% | +13.1% | -7.3% | +1.5% |
| 6M | +9.7% | +39.0% | -29.3% | -1.9% |
| YTD | +10.5% | +25.2% | -14.7% | +2.1% |
| 1Y | +18.4% | +25.6% | -7.2% | +8.9% |
| 3Y | +70.3% | +67.1% | +3.2% | +40.7% |
| All | +88.7% | +66.6% | +22.1% | +62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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