+90.2%
JEPQ vs FANG
+79.0%
+11.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.2% | +2.9% | -3.0% | -0.6% |
| 30D | +0.8% | +2.6% | -1.8% | +0.4% |
| 3M | +4.0% | +7.6% | -3.6% | +2.6% |
| 6M | +10.4% | +17.3% | -6.9% | +7.0% |
| YTD | +11.4% | +38.7% | -27.2% | +4.7% |
| 1Y | +18.9% | +51.6% | -32.7% | +9.7% |
| 3Y | +70.3% | +50.0% | +20.3% | +54.2% |
| All | +90.2% | +79.0% | +11.2% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling