+90.4%
JEPQ vs P
+243.8%
-153.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.7% | -0.3% |
| 7D | +1.4% | +7.8% | -6.4% | +0.2% |
| 30D | +1.3% | +12.3% | -11.0% | -1.1% |
| 3M | +3.8% | +37.1% | -33.3% | -2.4% |
| 6M | +12.2% | +66.1% | -53.9% | +1.1% |
| YTD | +11.6% | +50.9% | -39.4% | +1.6% |
| 1Y | +19.9% | +27.2% | -7.3% | +10.6% |
| 3Y | +71.9% | +158.7% | -86.8% | +30.5% |
| All | +90.4% | +243.8% | -153.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling