+82.8%
JEPQ vs FE
+29.9%
+52.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.3% | -0.4% | +0.1% | -0.3% |
| 30D | -6.6% | +3.6% | -10.2% | -7.0% |
| 3M | -2.6% | +0.3% | -2.9% | -2.6% |
| 6M | +0.5% | +6.4% | -5.9% | -0.7% |
| YTD | +7.1% | +8.1% | -1.0% | +5.4% |
| 1Y | +8.1% | +4.6% | +3.5% | +7.0% |
| 3Y | +61.2% | +49.1% | +12.0% | +45.3% |
| All | +82.8% | +29.9% | +52.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling