+68.9%
JEPQ vs FLR
+52.3%
+16.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.4% |
| 7D | -0.7% | -6.9% | +6.2% | +0.5% |
| 30D | +0.6% | +1.1% | -0.6% | +0.3% |
| 3M | +5.8% | +14.3% | -8.5% | +2.9% |
| 6M | +9.7% | +19.1% | -9.5% | +5.2% |
| YTD | +10.5% | +35.1% | -24.6% | +3.6% |
| 1Y | +18.4% | +29.5% | -11.1% | +11.3% |
| All | +68.9% | +52.3% | +16.6% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling