+74.5%
JEPQ vs FAST
+115.9%
-41.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -5.6% | +2.1% | -7.7% | -6.2% |
| 30D | -11.3% | +6.9% | -18.2% | -13.1% |
| 3M | -6.5% | +4.8% | -11.3% | -7.9% |
| 6M | -3.6% | +19.8% | -23.4% | -9.0% |
| YTD | +2.2% | +34.9% | -32.7% | -7.9% |
| 1Y | +4.8% | +32.8% | -28.0% | -5.2% |
| 3Y | +56.3% | +93.7% | -37.5% | +18.5% |
| All | +74.5% | +115.9% | -41.4% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling