+20.7%
JEPQ vs FLNC
+53.3%
-32.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | +0.2% |
| 7D | +0.7% | -4.9% | +5.5% | +0.9% |
| 30D | +2.0% | -27.3% | +29.2% | +3.6% |
| 3M | +2.0% | -61.9% | +63.9% | +6.2% |
| 6M | +10.4% | -34.5% | +44.9% | +11.5% |
| YTD | +11.6% | -47.7% | +59.3% | +13.3% |
| 1Y | +20.7% | +53.3% | -32.6% | +20.2% |
| All | +20.7% | +53.3% | -32.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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