+82.2%
JEPQ vs FE
+31.2%
+51.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | +3.4% | +1.2% | +2.2% | +3.2% |
| 30D | -5.6% | +4.5% | -10.1% | -6.2% |
| 3M | -4.2% | +1.3% | -5.5% | -4.4% |
| 6M | -0.2% | +8.7% | -8.8% | -1.6% |
| YTD | +6.7% | +9.2% | -2.5% | +4.9% |
| 1Y | +9.5% | +7.0% | +2.5% | +8.0% |
| 3Y | +60.5% | +51.4% | +9.1% | +44.3% |
| All | +82.2% | +31.2% | +51.0% | +79.9% |
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