+70.3%
JEPQ vs VRSK
-26.5%
+96.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -5.2% | +5.0% | -0.1% |
| 30D | +0.8% | -2.3% | +3.1% | +0.8% |
| 3M | +4.0% | -2.9% | +6.9% | +3.6% |
| 6M | +10.4% | -12.8% | +23.2% | +11.1% |
| YTD | +11.4% | -20.8% | +32.2% | +13.2% |
| 1Y | +18.9% | -33.2% | +52.1% | +23.8% |
| 3Y | +70.3% | -26.6% | +96.9% | +75.5% |
| All | +70.3% | -26.5% | +96.7% | +75.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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