+90.2%
JEPQ vs FITB
+69.0%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.8% | -5.7% | +6.4% | +2.1% |
| 3M | +4.0% | +3.2% | +0.8% | +3.0% |
| 6M | +10.4% | +23.4% | -13.0% | +4.5% |
| YTD | +11.4% | +18.8% | -7.4% | +6.2% |
| 1Y | +18.9% | +25.0% | -6.1% | +11.6% |
| 3Y | +70.3% | +131.2% | -60.9% | +36.2% |
| All | +90.2% | +69.0% | +21.2% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB 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 FITB 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