+88.7%
JEPQ vs S
-39.2%
+127.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -0.7% | +0.1% | -0.7% | -0.7% |
| 30D | +0.6% | -11.8% | +12.4% | +2.0% |
| 3M | +5.8% | +33.9% | -28.1% | +1.1% |
| 6M | +9.7% | +40.1% | -30.4% | +3.6% |
| YTD | +10.5% | +32.1% | -21.5% | +5.0% |
| 1Y | +18.4% | +11.0% | +7.4% | +14.8% |
| 3Y | +70.3% | +16.9% | +53.4% | +59.5% |
| All | +88.7% | -39.2% | +127.9% | +85.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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