+88.7%
JEPQ vs MKTX
-35.0%
+123.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | -0.2% | -0.5% | -0.6% |
| 30D | +0.6% | +0.8% | -0.3% | +0.5% |
| 3M | +5.8% | +41.1% | -35.3% | +2.1% |
| 6M | +9.7% | -9.5% | +19.2% | +10.6% |
| YTD | +10.5% | -8.7% | +19.2% | +11.3% |
| 1Y | +18.4% | -10.0% | +28.4% | +19.3% |
| 3Y | +70.3% | -24.6% | +94.9% | +71.1% |
| All | +88.7% | -35.0% | +123.7% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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