+90.2%
JEPQ vs ZBRA
-3.8%
+94.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.4% |
| 7D | -0.2% | -3.4% | +3.3% | +0.6% |
| 30D | +0.8% | -7.4% | +8.2% | +2.4% |
| 3M | +4.0% | +57.5% | -53.5% | -6.9% |
| 6M | +10.4% | +64.0% | -53.6% | -2.6% |
| YTD | +11.4% | +44.3% | -32.9% | +0.7% |
| 1Y | +18.9% | +10.9% | +8.0% | +13.9% |
| 3Y | +70.3% | +37.5% | +32.8% | +50.0% |
| All | +90.2% | -3.8% | +94.0% | +84.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling