+80.2%
JEPQ vs RACE
+107.4%
-27.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.6% | +3.1% |
| 7D | -0.2% | +3.9% | -4.2% | -1.2% |
| 30D | -8.2% | +7.4% | -15.6% | -9.9% |
| 3M | -4.1% | +1.6% | -5.7% | -4.7% |
| 6M | -0.8% | +23.3% | -24.1% | -6.8% |
| YTD | +5.5% | +14.7% | -9.1% | +0.6% |
| 1Y | +8.4% | +2.5% | +5.8% | +6.7% |
| 3Y | +60.9% | +28.0% | +32.9% | +37.1% |
| All | +80.2% | +107.4% | -27.2% | +15.3% |
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