+90.4%
JEPQ vs FHN
+28.8%
+61.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | +0.1% |
| 7D | +1.4% | +2.7% | -1.2% | +1.0% |
| 30D | +1.3% | -3.1% | +4.4% | +1.8% |
| 3M | +3.8% | +2.3% | +1.5% | +3.4% |
| 6M | +12.2% | +9.7% | +2.4% | +10.5% |
| YTD | +11.6% | +4.7% | +6.8% | +10.5% |
| 1Y | +19.9% | +13.8% | +6.1% | +17.1% |
| 3Y | +71.9% | +131.6% | -59.7% | +55.8% |
| All | +90.4% | +28.8% | +61.7% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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