+60.5%
JEPQ vs USB
+103.6%
-43.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +3.4% | +2.6% | +0.8% | +2.7% |
| 30D | -5.6% | +8.4% | -14.0% | -7.6% |
| 3M | -4.2% | -5.5% | +1.4% | -2.8% |
| 6M | -0.2% | +17.7% | -17.9% | -4.8% |
| YTD | +6.7% | +17.6% | -10.8% | +1.5% |
| 1Y | +9.5% | +33.9% | -24.4% | +0.1% |
| 3Y | +60.5% | +103.8% | -43.3% | +36.4% |
| All | +60.5% | +103.6% | -43.1% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB 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 3y: compounded portfolio wealth divided by compounded USB 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…
3y analysis · Full analysis span regression · 6 months rolling