-56.4%
ZTS vs JEPQ
+94.0%
-150.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -3.8% | +1.1% | -4.8% | -4.4% |
| 30D | -2.0% | +1.3% | -3.3% | -2.9% |
| 3M | -10.2% | +4.7% | -14.9% | -13.4% |
| 6M | -39.4% | +10.6% | -50.0% | -44.0% |
| YTD | -40.8% | +11.4% | -52.3% | -45.6% |
| 1Y | -50.1% | +19.4% | -69.5% | -56.5% |
| 3Y | -58.9% | +71.7% | -130.6% | -74.6% |
| All | -56.4% | +94.0% | -150.3% | -75.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling