+90.2%
JEPQ vs FFIV
+134.5%
-44.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -1.4% |
| 7D | +1.1% | +3.5% | -2.4% | -0.1% |
| 30D | +1.3% | -1.3% | +2.6% | +1.5% |
| 3M | +4.7% | +2.4% | +2.3% | +3.4% |
| 6M | +10.6% | +41.8% | -31.2% | -2.7% |
| YTD | +11.4% | +58.5% | -47.1% | -6.3% |
| 1Y | +19.4% | +24.3% | -4.9% | +9.2% |
| 3Y | +71.7% | +152.0% | -80.3% | +14.7% |
| All | +90.2% | +134.5% | -44.3% | +34.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling