+65.3%
T vs JEPQ
+94.0%
-28.7%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.9% |
| 7D | +1.5% | -0.2% | +1.6% | +1.5% |
| 30D | +7.5% | +0.8% | +6.7% | +7.4% |
| 3M | +14.8% | +4.0% | +10.9% | +14.2% |
| 6M | -1.7% | +10.4% | -12.1% | -3.2% |
| YTD | +8.7% | +11.4% | -2.7% | +6.8% |
| 1Y | -7.5% | +18.9% | -26.4% | -10.4% |
| 3Y | +110.2% | +70.3% | +40.0% | +77.7% |
| All | +65.3% | +94.0% | -28.7% | +27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling