+90.2%
JEPQ vs FCUV
-99.8%
+190.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | +0.8% |
| 7D | -0.2% | -66.5% | +66.3% | +0.2% |
| 30D | +0.8% | +5.0% | -4.2% | +0.5% |
| 3M | +4.0% | +63.8% | -59.8% | +1.9% |
| 6M | +10.4% | -67.8% | +78.2% | +10.3% |
| YTD | +11.4% | -82.4% | +93.8% | +12.3% |
| 1Y | +18.9% | -94.7% | +113.7% | +22.0% |
| 3Y | +70.3% | -99.3% | +169.5% | +80.8% |
| All | +90.2% | -99.8% | +190.1% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FCUV.
Daily Out/Under-Performance
Portfolio return minus FCUV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCUV 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 FCUV 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