+90.2%
JEPQ vs TRU
-7.4%
+97.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.1% | -6.5% | +7.5% | +2.4% |
| 30D | +1.3% | -2.5% | +3.8% | +1.7% |
| 3M | +4.7% | +10.4% | -5.7% | +1.7% |
| 6M | +10.6% | +1.6% | +9.0% | +9.1% |
| YTD | +11.4% | -9.7% | +21.1% | +12.4% |
| 1Y | +19.4% | -17.3% | +36.7% | +22.5% |
| 3Y | +71.7% | -1.8% | +73.5% | +65.7% |
| All | +90.2% | -7.4% | +97.7% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling