-59.2%
ZTS vs JEPQ
+69.3%
-128.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -4.5% | -0.7% | -3.8% | -4.3% |
| 30D | -3.3% | +0.6% | -3.9% | -3.5% |
| 3M | -9.7% | +5.8% | -15.5% | -12.3% |
| 6M | -38.8% | +9.7% | -48.5% | -41.8% |
| YTD | -41.2% | +10.5% | -51.7% | -44.3% |
| 1Y | -50.3% | +18.4% | -68.7% | -54.5% |
| All | -59.2% | +69.3% | -128.5% | -71.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling