+90.2%
JEPQ vs FFIV
+138.6%
-48.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.3% | -2.5% | -0.3% |
| 7D | -0.2% | +5.4% | -5.6% | -1.9% |
| 30D | +0.8% | -2.7% | +3.4% | +1.5% |
| 3M | +4.0% | +4.5% | -0.6% | +2.0% |
| 6M | +10.4% | +42.2% | -31.8% | -2.9% |
| YTD | +11.4% | +61.3% | -49.9% | -6.8% |
| 1Y | +18.9% | +23.0% | -4.1% | +9.4% |
| 3Y | +70.3% | +156.3% | -86.0% | +13.1% |
| All | +90.2% | +138.6% | -48.4% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling