+70.3%
JEPQ vs ZETA
+269.4%
-199.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +0.9% |
| 7D | -0.2% | -3.7% | +3.6% | +0.2% |
| 30D | +0.8% | +5.7% | -4.9% | +0.2% |
| 3M | +4.0% | +50.4% | -46.5% | -0.1% |
| 6M | +10.4% | +65.5% | -55.1% | +4.6% |
| YTD | +11.4% | +48.3% | -36.9% | +6.1% |
| 1Y | +18.9% | +45.4% | -26.5% | +12.9% |
| 3Y | +70.3% | +270.8% | -200.5% | +39.0% |
| All | +70.3% | +269.4% | -199.1% | +39.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 3y: compounded portfolio wealth divided by compounded ZETA 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…
3y analysis · Full analysis span regression · 6 months rolling