+74.5%
JEPQ vs QLD
+171.5%
-97.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.4% | +0.3% |
| 7D | -5.6% | -10.3% | +4.6% | -2.0% |
| 30D | -11.3% | -26.1% | +14.7% | -1.4% |
| 3M | -6.5% | -17.8% | +11.2% | -0.2% |
| 6M | -3.6% | -15.6% | +12.0% | +1.2% |
| YTD | +2.2% | +5.4% | -3.1% | -1.5% |
| 1Y | +4.8% | +5.2% | -0.5% | +0.8% |
| 3Y | +56.3% | +139.4% | -83.2% | +8.1% |
| All | +74.5% | +171.5% | -97.0% | +12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling