+90.2%
JEPQ vs VXX
-95.8%
+186.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | 0.0% |
| 7D | -0.2% | +2.0% | -2.1% | +0.2% |
| 30D | +0.8% | -7.1% | +7.9% | -0.5% |
| 3M | +4.0% | -28.6% | +32.6% | -1.5% |
| 6M | +10.4% | -44.0% | +54.4% | +1.1% |
| YTD | +11.4% | -31.7% | +43.2% | +6.6% |
| 1Y | +18.9% | -46.3% | +65.3% | +10.1% |
| 3Y | +70.3% | -78.3% | +148.5% | +48.9% |
| All | +90.2% | -95.8% | +186.0% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VXX.
Daily Out/Under-Performance
Portfolio return minus VXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VXX 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 VXX 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