+90.4%
JEPQ vs ZETA
+189.4%
-98.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.1% |
| 7D | +1.4% | -2.4% | +3.9% | +1.7% |
| 30D | +1.3% | +15.6% | -14.2% | -0.3% |
| 3M | +3.8% | +41.5% | -37.7% | -0.3% |
| 6M | +12.2% | +63.4% | -51.3% | +5.4% |
| YTD | +11.6% | +51.3% | -39.7% | +5.2% |
| 1Y | +19.9% | +65.8% | -45.9% | +11.3% |
| 3Y | +71.9% | +279.2% | -207.3% | +33.9% |
| All | +90.4% | +189.4% | -98.9% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling