+72.9%
JEPQ vs USB
+47.9%
+25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | -7.4% | -6.0% | -1.4% | -6.1% |
| 6M | -4.5% | +7.8% | -12.2% | -6.5% |
| YTD | +1.3% | +14.6% | -13.3% | -2.5% |
| 1Y | +3.8% | +31.8% | -28.0% | -3.6% |
| 3Y | +54.8% | +91.5% | -36.7% | +30.6% |
| All | +72.9% | +47.9% | +25.0% | +66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling