+8.4%
JEPQ vs QLD
+13.1%
-4.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.2% |
| 7D | -4.9% | -9.4% | +4.5% | -1.5% |
| 30D | -6.7% | -17.1% | +10.4% | -0.3% |
| 3M | -3.0% | -10.4% | +7.4% | +0.6% |
| 6M | +1.4% | +0.7% | +0.6% | -0.5% |
| YTD | +6.5% | +17.7% | -11.3% | -2.7% |
| 1Y | +8.4% | +14.7% | -6.3% | -0.1% |
| All | +8.4% | +13.1% | -4.8% | -0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 1y: compounded portfolio wealth divided by compounded QLD 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…
1y analysis · Full analysis span regression · 6 months rolling