+29.5%
VZ vs JEPQ
+86.5%
-57.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.6% |
| 7D | +0.9% | -0.3% | +1.2% | +0.9% |
| 30D | +8.9% | -6.6% | +15.5% | +9.1% |
| 3M | +0.1% | -2.6% | +2.7% | +0.1% |
| 6M | +1.9% | +0.5% | +1.4% | +1.5% |
| YTD | +22.0% | +7.1% | +14.9% | +20.6% |
| 1Y | +22.1% | +8.1% | +14.0% | +20.5% |
| 3Y | +58.7% | +61.2% | -2.5% | +40.2% |
| All | +29.5% | +86.5% | -57.0% | +5.9% |
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