+90.2%
JEPQ vs TRU
-6.7%
+96.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.2% | -2.7% | +2.6% | +0.4% |
| 30D | +0.8% | -2.0% | +2.8% | +1.1% |
| 3M | +4.0% | +18.4% | -14.5% | -0.5% |
| 6M | +10.4% | +8.9% | +1.5% | +7.2% |
| YTD | +11.4% | -8.9% | +20.4% | +12.2% |
| 1Y | +18.9% | -15.9% | +34.8% | +21.6% |
| 3Y | +70.3% | -1.1% | +71.4% | +64.1% |
| All | +90.2% | -6.7% | +96.9% | +86.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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