+173.5%
FTNT vs JEPQ
+94.0%
+79.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | 0.0% |
| 7D | +1.7% | +1.1% | +0.7% | +0.5% |
| 30D | -4.3% | +1.3% | -5.6% | -5.6% |
| 3M | +13.6% | +4.7% | +8.9% | +7.3% |
| 6M | +87.6% | +10.6% | +77.0% | +65.5% |
| YTD | +98.0% | +11.4% | +86.6% | +73.1% |
| 1Y | +96.9% | +19.4% | +77.5% | +58.1% |
| 3Y | +145.4% | +71.7% | +73.7% | +21.1% |
| All | +173.5% | +94.0% | +79.6% | +16.5% |
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