-39.4%
U vs JEPQ
+92.4%
-131.8%
-79.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | +0.8% |
| 7D | 0.0% | -0.7% | +0.6% | +1.6% |
| 30D | -4.1% | +0.6% | -4.7% | -5.5% |
| 3M | +57.8% | +5.8% | +52.0% | +34.8% |
| 6M | +103.5% | +9.7% | +93.9% | +57.5% |
| YTD | -4.8% | +10.5% | -15.3% | -26.9% |
| 1Y | -2.4% | +18.4% | -20.8% | -36.3% |
| 3Y | +11.7% | +70.3% | -58.7% | -74.2% |
| All | -39.4% | +92.4% | -131.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling