+88.7%
JEPQ vs FCUV
-99.9%
+188.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCUV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -0.7% | -72.0% | +71.3% | -0.3% |
| 30D | +0.6% | -8.0% | +8.6% | +0.3% |
| 3M | +5.8% | +66.3% | -60.5% | +3.6% |
| 6M | +9.7% | -75.3% | +84.9% | +10.1% |
| YTD | +10.5% | -83.0% | +93.5% | +11.4% |
| 1Y | +18.4% | -94.7% | +113.1% | +21.4% |
| 3Y | +70.3% | -99.3% | +169.6% | +80.6% |
| All | +88.7% | -99.9% | +188.5% | +118.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling