+80.2%
JEPQ vs FFIV
+84.1%
-4.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.0% | +2.6% |
| 7D | -0.2% | -2.1% | +1.8% | +0.4% |
| 30D | -8.2% | -33.8% | +25.6% | +2.6% |
| 3M | -4.1% | -20.6% | +16.5% | +0.7% |
| 6M | -0.8% | -10.2% | +9.4% | -0.3% |
| YTD | +5.5% | +24.5% | -18.9% | -6.3% |
| 1Y | +8.4% | +29.3% | -20.9% | -5.2% |
| 3Y | +60.9% | +103.8% | -42.9% | +12.0% |
| All | +80.2% | +84.1% | -4.0% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling