+90.2%
JEPQ vs FLR
+114.9%
-24.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.0% | +0.4% |
| 7D | +1.1% | -3.1% | +4.2% | +1.6% |
| 30D | +1.3% | +4.9% | -3.6% | +0.4% |
| 3M | +4.7% | +10.8% | -6.1% | +2.2% |
| 6M | +10.6% | +19.7% | -9.0% | +5.9% |
| YTD | +11.4% | +38.4% | -26.9% | +3.8% |
| 1Y | +19.4% | +34.7% | -15.3% | +11.3% |
| 3Y | +71.7% | +56.7% | +15.0% | +48.2% |
| All | +90.2% | +114.9% | -24.7% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling