+62.3%
T vs JEPQ
+94.2%
-31.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.5% | +1.4% | -3.0% | -1.7% |
| 30D | +7.6% | +1.3% | +6.3% | +7.5% |
| 3M | +15.3% | +3.8% | +11.5% | +14.7% |
| 6M | -8.5% | +12.2% | -20.6% | -10.1% |
| YTD | +6.8% | +11.6% | -4.8% | +4.9% |
| 1Y | -7.2% | +19.9% | -27.1% | -10.3% |
| 3Y | +108.2% | +71.9% | +36.4% | +75.3% |
| All | +62.3% | +94.2% | -31.9% | +25.4% |
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