+5.6%
META vs JEPQ
+8.0%
-2.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.9% |
| 7D | +5.2% | +3.4% | +1.8% | +1.6% |
| 30D | -13.0% | -5.6% | -7.4% | -7.8% |
| 3M | +7.9% | -4.2% | +12.1% | +12.7% |
| 6M | +4.2% | -0.2% | +4.4% | +4.6% |
| YTD | -2.5% | +6.7% | -9.3% | -11.2% |
| 1Y | +5.6% | +9.5% | -3.9% | -6.0% |
| All | +5.6% | +8.0% | -2.4% | -6.0% |
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