+88.7%
JEPQ vs VRSK
-2.6%
+91.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.6% |
| 7D | -0.7% | -7.7% | +7.1% | +0.5% |
| 30D | +0.6% | -2.8% | +3.4% | +0.9% |
| 3M | +5.8% | -3.7% | +9.5% | +5.6% |
| 6M | +9.7% | -12.8% | +22.4% | +11.7% |
| YTD | +10.5% | -21.0% | +31.5% | +15.2% |
| 1Y | +18.4% | -32.5% | +50.9% | +29.0% |
| 3Y | +70.3% | -26.5% | +96.8% | +75.9% |
| All | +88.7% | -2.6% | +91.3% | +72.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling