+90.5%
JEPQ vs FITB
+69.5%
+21.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +2.0% | -4.7% | +6.7% | +3.1% |
| 3M | +2.0% | +6.7% | -4.7% | +0.3% |
| 6M | +10.4% | +12.6% | -2.2% | +6.9% |
| YTD | +11.6% | +19.1% | -7.5% | +6.3% |
| 1Y | +20.7% | +22.6% | -1.9% | +13.9% |
| 3Y | +70.8% | +127.1% | -56.3% | +37.3% |
| All | +90.5% | +69.5% | +21.0% | +77.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling