+90.4%
JEPQ vs FAST
+100.2%
-9.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.4% | +1.3% | +0.1% | +1.0% |
| 30D | +1.3% | -4.7% | +6.1% | +2.7% |
| 3M | +3.8% | +7.9% | -4.1% | +1.2% |
| 6M | +12.2% | +7.4% | +4.7% | +9.1% |
| YTD | +11.6% | +25.1% | -13.5% | +2.9% |
| 1Y | +19.9% | +4.7% | +15.2% | +17.2% |
| 3Y | +71.9% | +94.7% | -22.8% | +28.2% |
| All | +90.4% | +100.2% | -9.8% | +42.5% |
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