+122.4%
TER vs JEPQ
+85.8%
+36.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.3% | -3.2% |
| 7D | +14.4% | +3.4% | +11.0% | +7.4% |
| 30D | -30.6% | -5.6% | -25.0% | -19.8% |
| 3M | -39.2% | -4.2% | -35.0% | -31.3% |
| 6M | -31.3% | -0.2% | -31.1% | -25.3% |
| YTD | +29.1% | +6.7% | +22.4% | +26.0% |
| 1Y | +47.4% | +9.5% | +38.0% | +38.2% |
| 3Y | +191.2% | +60.5% | +130.7% | +50.0% |
| All | +122.4% | +85.8% | +36.6% | -3.2% |
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