+218.2%
TER vs JEPQ
+94.3%
+123.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.3% | +5.2% | +4.9% |
| 7D | +0.6% | +0.7% | -0.1% | -0.7% |
| 30D | -8.3% | +2.0% | -10.3% | -11.6% |
| 3M | -12.2% | +2.0% | -14.2% | -12.0% |
| 6M | +17.1% | +10.4% | +6.7% | +2.6% |
| YTD | +84.7% | +11.6% | +73.1% | +59.3% |
| 1Y | +199.9% | +20.7% | +179.2% | +127.9% |
| 3Y | +232.8% | +70.8% | +161.9% | +47.5% |
| All | +218.2% | +94.3% | +123.9% | +22.5% |
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