+88.7%
JEPQ vs P
+219.9%
-131.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | -0.3% |
| 7D | -0.7% | -4.1% | +3.5% | 0.0% |
| 30D | +0.6% | -14.0% | +14.5% | +2.7% |
| 3M | +5.8% | +41.4% | -35.6% | -1.0% |
| 6M | +9.7% | +54.2% | -44.5% | 0.0% |
| YTD | +10.5% | +40.4% | -29.9% | +1.8% |
| 1Y | +18.4% | +16.0% | +2.4% | +11.0% |
| 3Y | +70.3% | +140.7% | -70.3% | +30.8% |
| All | +88.7% | +219.9% | -131.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded P 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling