+1.9%
META vs JEPQ
+6.9%
-5.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.9% | +1.9% |
| 7D | +5.7% | -0.2% | +6.0% | +5.8% |
| 30D | -10.8% | -8.2% | -2.6% | -2.7% |
| 3M | +8.4% | -4.1% | +12.5% | +13.2% |
| 6M | +5.4% | -0.8% | +6.2% | +6.3% |
| YTD | -2.6% | +5.5% | -8.1% | -9.9% |
| All | +1.9% | +6.9% | -5.1% | -6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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