+90.4%
JEPQ vs ZM
-7.2%
+97.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.8% | +4.8% | +0.9% |
| 7D | +1.4% | +1.6% | -0.2% | +1.1% |
| 30D | +1.3% | -7.7% | +9.0% | +2.6% |
| 3M | +3.8% | -4.7% | +8.5% | +4.3% |
| 6M | +12.2% | +24.4% | -12.3% | +5.9% |
| YTD | +11.6% | +11.8% | -0.2% | +7.1% |
| 1Y | +19.9% | +13.4% | +6.5% | +14.4% |
| 3Y | +71.9% | +33.8% | +38.1% | +55.4% |
| All | +90.4% | -7.2% | +97.7% | +81.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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