+18.4%
JEPQ vs FLEX
+90.6%
-72.2%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.3% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +0.6% | -11.8% | +12.3% | +2.0% |
| 3M | +5.8% | -22.6% | +28.4% | +8.4% |
| 6M | +9.7% | +77.3% | -67.7% | -1.2% |
| YTD | +10.5% | +78.8% | -68.2% | -0.8% |
| 1Y | +18.4% | +86.1% | -67.7% | +5.0% |
| All | +18.4% | +90.6% | -72.2% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling