+1.3%
JEPQ vs FANG
+32.1%
-30.8%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.8% | -4.1% | -6.1% |
| 7D | -9.5% | -13.0% | +3.5% | -10.3% |
| 30D | -12.3% | -2.9% | -9.4% | -12.3% |
| 3M | -8.5% | -3.0% | -5.5% | -8.4% |
| 6M | -5.0% | -11.9% | +6.9% | -5.4% |
| YTD | +0.1% | +21.5% | -21.4% | +1.4% |
| 1Y | +1.3% | +34.0% | -32.6% | +1.5% |
| All | +1.3% | +32.1% | -30.8% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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