+74.5%
JEPQ vs USB
+47.9%
+26.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -5.6% | 0.0% | -5.6% | -5.6% |
| 30D | -11.3% | +5.8% | -17.2% | -12.5% |
| 3M | -6.5% | -6.0% | -0.6% | -5.2% |
| 6M | -3.6% | +7.8% | -11.3% | -5.6% |
| YTD | +2.2% | +14.6% | -12.4% | -1.6% |
| 1Y | +4.8% | +31.8% | -27.0% | -2.7% |
| 3Y | +56.3% | +91.5% | -35.3% | +31.8% |
| All | +74.5% | +47.9% | +26.6% | +67.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling