+90.2%
JEPQ vs NDAQ
+84.0%
+6.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +1.1% |
| 7D | -0.2% | -5.9% | +5.7% | +1.8% |
| 30D | +0.8% | -4.7% | +5.4% | +2.2% |
| 3M | +4.0% | +5.5% | -1.5% | +1.6% |
| 6M | +10.4% | +7.4% | +3.0% | +6.8% |
| YTD | +11.4% | -5.5% | +16.9% | +12.7% |
| 1Y | +18.9% | -3.7% | +22.6% | +19.1% |
| 3Y | +70.3% | +85.0% | -14.7% | +30.9% |
| All | +90.2% | +84.0% | +6.2% | +41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 10y: compounded portfolio wealth divided by compounded NDAQ 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…
10y analysis · Full analysis span regression · 6 months rolling