+90.2%
JEPQ vs FLUT
-8.0%
+98.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.2% | +0.1% |
| 7D | +1.1% | -2.6% | +3.7% | +1.4% |
| 30D | +1.3% | +5.4% | -4.1% | +0.4% |
| 3M | +4.7% | -10.8% | +15.4% | +5.8% |
| 6M | +10.6% | -9.2% | +19.8% | +11.1% |
| YTD | +11.4% | -53.8% | +65.2% | +24.0% |
| 1Y | +19.4% | -66.0% | +85.4% | +39.2% |
| 3Y | +71.7% | -44.7% | +116.4% | +82.6% |
| All | +90.2% | -8.0% | +98.2% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling