+60.5%
JEPQ vs FAST
+97.8%
-37.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.9% |
| 7D | +3.4% | +4.2% | -0.7% | +2.6% |
| 30D | -5.6% | +6.7% | -12.3% | -6.8% |
| 3M | -4.2% | +8.0% | -12.2% | -5.7% |
| 6M | -0.2% | +27.4% | -27.6% | -5.2% |
| YTD | +6.7% | +40.5% | -33.8% | -1.4% |
| 1Y | +9.5% | +38.4% | -28.9% | +1.5% |
| 3Y | +60.5% | +98.7% | -38.1% | +37.3% |
| All | +60.5% | +97.8% | -37.3% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling