+76.8%
MSFT vs JEPQ
+94.2%
-17.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.1% | -1.1% |
| 7D | -1.4% | +1.4% | -2.9% | -3.0% |
| 30D | -1.0% | +1.3% | -2.4% | -2.5% |
| 3M | +20.2% | +3.8% | +16.4% | +14.5% |
| 6M | +21.3% | +12.2% | +9.1% | +5.5% |
| YTD | +2.8% | +11.6% | -8.8% | -10.1% |
| 1Y | 0.0% | +19.9% | -19.9% | -19.8% |
| 3Y | +51.2% | +71.9% | -20.7% | -24.0% |
| All | +76.8% | +94.2% | -17.4% | -23.7% |
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