+82.8%
JEPQ vs QLD
+199.8%
-116.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.6% | -2.7% | +0.3% |
| 7D | -0.3% | -1.2% | +0.9% | -0.1% |
| 30D | -6.6% | -15.7% | +9.1% | -1.0% |
| 3M | -2.6% | -10.0% | +7.5% | +0.7% |
| 6M | +0.5% | -11.2% | +11.7% | +3.5% |
| YTD | +7.1% | +16.4% | -9.2% | -0.5% |
| 1Y | +8.1% | +12.7% | -4.6% | +1.4% |
| 3Y | +61.2% | +152.3% | -91.1% | +9.3% |
| All | +82.8% | +199.8% | -116.9% | +13.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling