+90.4%
JEPQ vs RACE
+101.0%
-10.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.2% |
| 7D | +1.4% | -1.0% | +2.5% | +1.7% |
| 30D | +1.3% | -1.5% | +2.9% | +1.7% |
| 3M | +3.8% | +15.5% | -11.6% | -0.5% |
| 6M | +12.2% | +17.3% | -5.1% | +6.6% |
| YTD | +11.6% | +11.1% | +0.5% | +7.3% |
| 1Y | +19.9% | -14.3% | +34.2% | +24.0% |
| 3Y | +71.9% | +40.2% | +31.7% | +38.7% |
| All | +90.4% | +101.0% | -10.5% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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