+90.5%
JEPQ vs USB
+56.2%
+34.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.7% | +1.4% | -0.8% | +0.3% |
| 30D | +2.0% | -1.3% | +3.3% | +2.3% |
| 3M | +2.0% | +15.2% | -13.2% | -1.6% |
| 6M | +10.4% | +18.8% | -8.4% | +5.6% |
| YTD | +11.6% | +21.0% | -9.4% | +6.1% |
| 1Y | +20.7% | +34.0% | -13.3% | +11.7% |
| 3Y | +70.8% | +95.3% | -24.5% | +43.1% |
| All | +90.5% | +56.2% | +34.3% | +80.9% |
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