+36.1%
VZ vs JEPQ
+94.0%
-57.9%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.0% | +1.1% | -2.0% | -1.0% |
| 30D | +5.8% | +1.3% | +4.4% | +5.7% |
| 3M | +10.5% | +4.7% | +5.8% | +10.1% |
| 6M | +1.8% | +10.6% | -8.8% | +0.8% |
| YTD | +28.3% | +11.4% | +16.8% | +26.8% |
| 1Y | +22.0% | +19.4% | +2.5% | +19.2% |
| 3Y | +81.8% | +71.7% | +10.2% | +59.3% |
| All | +36.1% | +94.0% | -57.9% | +11.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling