-26.7%
ZTS vs JEPQ
+8.1%
-34.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +0.9% | +6.6% | +7.6% |
| 7D | +15.4% | -4.9% | +20.3% | +15.0% |
| 30D | +25.8% | -6.7% | +32.4% | +25.4% |
| 3M | +18.1% | -3.0% | +21.1% | +17.6% |
| 6M | -19.7% | +1.4% | -21.1% | -21.5% |
| YTD | -27.5% | +6.5% | -34.0% | -31.0% |
| 1Y | -26.7% | +8.4% | -35.1% | -30.7% |
| All | -26.7% | +8.1% | -34.8% | -30.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling