+68.9%
JEPQ vs FLUT
-43.3%
+112.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.7% | -3.6% | +2.9% | -0.2% |
| 30D | +0.6% | -0.3% | +0.9% | +0.5% |
| 3M | +5.8% | -12.6% | +18.4% | +7.1% |
| 6M | +9.7% | -8.0% | +17.6% | +9.9% |
| YTD | +10.5% | -54.1% | +64.6% | +23.2% |
| 1Y | +18.4% | -66.1% | +84.5% | +38.4% |
| All | +68.9% | -43.3% | +112.2% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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