+292.2%
TER vs JEPQ
+70.7%
+221.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.4% |
| 7D | +12.4% | +1.1% | +11.3% | +9.6% |
| 30D | +5.1% | +1.3% | +3.8% | +2.4% |
| 3M | +4.0% | +4.7% | -0.7% | -2.3% |
| 6M | +29.5% | +10.6% | +18.9% | +10.6% |
| YTD | +98.5% | +11.4% | +87.0% | +68.3% |
| 1Y | +234.1% | +19.4% | +214.7% | +151.1% |
| All | +292.2% | +70.7% | +221.5% | +65.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling