+60.9%
JEPQ vs USB
+99.4%
-38.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.5% | +0.7% | +2.6% |
| 7D | -0.2% | +0.8% | -1.0% | -0.4% |
| 30D | -8.2% | +6.8% | -14.9% | -9.7% |
| 3M | -4.1% | -3.8% | -0.3% | -3.2% |
| 6M | -0.8% | +11.7% | -12.5% | -4.0% |
| YTD | +5.5% | +17.5% | -11.9% | +0.3% |
| 1Y | +8.4% | +33.8% | -25.4% | -0.8% |
| 3Y | +60.9% | +104.2% | -43.4% | +36.4% |
| All | +60.9% | +99.4% | -38.5% | +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