+90.4%
JEPQ vs FE
+28.4%
+62.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +1.4% | +0.6% | +0.8% | +1.3% |
| 30D | +1.3% | -2.1% | +3.5% | +1.6% |
| 3M | +3.8% | +2.6% | +1.2% | +3.3% |
| 6M | +12.2% | -6.8% | +18.9% | +13.3% |
| YTD | +11.6% | +6.9% | +4.7% | +10.0% |
| 1Y | +19.9% | +11.6% | +8.3% | +17.1% |
| 3Y | +71.9% | +47.7% | +24.2% | +55.2% |
| All | +90.4% | +28.4% | +62.0% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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