+178.5%
META vs JEPQ
+94.3%
+84.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.5% |
| 7D | +6.7% | +0.7% | +6.0% | +5.6% |
| 30D | +4.8% | +2.0% | +2.8% | +1.6% |
| 3M | -1.6% | +2.0% | -3.6% | -5.4% |
| 6M | -7.5% | +10.4% | -17.9% | -21.5% |
| YTD | -6.4% | +11.6% | -18.0% | -22.0% |
| 1Y | -17.3% | +20.7% | -38.0% | -39.6% |
| 3Y | +109.9% | +70.8% | +39.1% | -15.4% |
| All | +178.5% | +94.3% | +84.2% | -3.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling