+90.2%
JEPQ vs FAST
+97.8%
-7.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.1% | +1.8% | -0.7% | +0.5% |
| 30D | +1.3% | -6.4% | +7.8% | +3.3% |
| 3M | +4.7% | +5.3% | -0.6% | +2.8% |
| 6M | +10.6% | +5.4% | +5.2% | +8.2% |
| YTD | +11.4% | +23.6% | -12.1% | +3.1% |
| 1Y | +19.4% | +4.1% | +15.4% | +16.9% |
| 3Y | +71.7% | +92.4% | -20.7% | +28.6% |
| All | +90.2% | +97.8% | -7.6% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 10y: compounded portfolio wealth divided by compounded FAST 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…
10y analysis · Full analysis span regression · 6 months rolling