-6.4%
T vs JEPQ
+8.1%
-14.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.1% | +2.6% |
| 7D | +5.5% | -4.9% | +10.4% | +2.5% |
| 30D | -8.9% | -6.7% | -2.3% | -12.2% |
| 3M | -5.6% | -3.0% | -2.6% | -7.1% |
| 6M | -14.3% | +1.4% | -15.7% | -13.6% |
| YTD | -7.9% | +6.5% | -14.4% | -5.7% |
| 1Y | -6.4% | +8.4% | -14.8% | -3.6% |
| All | -6.4% | +8.1% | -14.6% | -3.6% |
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