+90.4%
JEPQ vs FLUT
-6.8%
+97.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | +1.4% | +3.8% | -2.4% | +0.9% |
| 30D | +1.3% | +6.3% | -5.0% | +0.3% |
| 3M | +3.8% | -4.0% | +7.9% | +3.8% |
| 6M | +12.2% | -10.3% | +22.5% | +12.9% |
| YTD | +11.6% | -53.2% | +64.7% | +24.0% |
| 1Y | +19.9% | -65.0% | +84.9% | +39.2% |
| 3Y | +71.9% | -43.9% | +115.8% | +82.5% |
| All | +90.4% | -6.8% | +97.2% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling