+90.2%
JEPQ vs FLEX
+768.8%
-678.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.2% |
| 7D | +1.1% | +6.4% | -5.3% | -0.2% |
| 30D | +1.3% | -5.9% | +7.2% | +2.4% |
| 3M | +4.7% | -23.5% | +28.1% | +9.5% |
| 6M | +10.6% | +83.7% | -73.1% | -8.6% |
| YTD | +11.4% | +86.5% | -75.1% | -8.8% |
| 1Y | +19.4% | +100.5% | -81.1% | -5.1% |
| 3Y | +71.7% | +469.8% | -398.1% | -4.1% |
| All | +90.2% | +768.8% | -678.6% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling