+82.2%
JEPQ vs FLUT
-24.9%
+107.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | +3.4% | -0.7% | +4.1% | +3.5% |
| 30D | -5.6% | +9.3% | -14.9% | -6.8% |
| 3M | -4.2% | -17.5% | +13.3% | -2.2% |
| 6M | -0.2% | -14.6% | +14.4% | +0.6% |
| YTD | +6.7% | -62.3% | +69.0% | +21.5% |
| 1Y | +9.5% | -59.6% | +69.1% | +23.2% |
| 3Y | +60.5% | -45.3% | +105.8% | +70.2% |
| All | +82.2% | -24.9% | +107.0% | +77.7% |
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