+88.7%
JEPQ vs Z
-28.6%
+117.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.8% | +2.0% | -0.4% |
| 7D | -0.7% | -11.6% | +10.9% | +1.2% |
| 30D | +0.6% | -8.5% | +9.0% | +1.7% |
| 3M | +5.8% | -7.9% | +13.7% | +6.5% |
| 6M | +9.7% | -29.1% | +38.7% | +14.8% |
| YTD | +10.5% | -54.2% | +64.7% | +24.0% |
| 1Y | +18.4% | -63.5% | +81.9% | +37.7% |
| 3Y | +70.3% | -38.6% | +108.9% | +75.5% |
| All | +88.7% | -28.6% | +117.3% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 5y: compounded portfolio wealth divided by compounded Z 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…
5y analysis · Full analysis span regression · 6 months rolling