+8.4%
JEPQ vs ZBRA
+25.3%
-16.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.8% |
| 7D | -4.9% | -13.6% | +8.7% | -3.2% |
| 30D | -6.7% | -11.5% | +4.8% | -5.3% |
| 3M | -3.0% | -9.9% | +6.9% | -1.9% |
| 6M | +1.4% | +48.6% | -47.2% | -4.4% |
| YTD | +6.5% | +36.9% | -30.5% | +0.1% |
| 1Y | +8.4% | +27.7% | -19.3% | +3.8% |
| All | +8.4% | +25.3% | -16.9% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling