+70.9%
JEPQ vs USB
+48.6%
+22.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.1% | -3.9% | -5.5% |
| 7D | -9.5% | -1.5% | -8.1% | -9.2% |
| 30D | -12.3% | +4.3% | -16.6% | -13.2% |
| 3M | -8.5% | -6.1% | -2.4% | -7.2% |
| 6M | -5.0% | +9.4% | -14.4% | -7.4% |
| YTD | +0.1% | +15.2% | -15.1% | -3.8% |
| 1Y | +1.3% | +32.8% | -31.4% | -6.0% |
| 3Y | +53.8% | +91.3% | -37.5% | +29.7% |
| All | +70.9% | +48.6% | +22.3% | +64.1% |
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