+8.4%
JEPQ vs FLR
+2.5%
+5.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -4.9% | +1.4% | -6.3% | -5.1% |
| 30D | -6.7% | -5.9% | -0.7% | -5.8% |
| 3M | -3.0% | -7.6% | +4.6% | -2.3% |
| 6M | +1.4% | -9.3% | +10.7% | +1.8% |
| YTD | +6.5% | +20.1% | -13.7% | +0.3% |
| 1Y | +8.4% | +3.0% | +5.4% | +5.9% |
| All | +8.4% | +2.5% | +5.9% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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