+90.5%
JEPQ vs Z
-21.0%
+111.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +0.7% | -3.0% | +3.7% | +1.1% |
| 30D | +2.0% | -4.2% | +6.2% | +2.4% |
| 3M | +2.0% | -3.7% | +5.7% | +2.1% |
| 6M | +10.4% | -24.5% | +34.9% | +14.6% |
| YTD | +11.6% | -49.3% | +60.9% | +23.3% |
| 1Y | +20.7% | -58.7% | +79.4% | +37.6% |
| 3Y | +70.8% | -34.1% | +105.0% | +74.5% |
| All | +90.5% | -21.0% | +111.5% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling