+82.2%
JEPQ vs FN
+247.6%
-165.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.3% | +6.3% | +0.1% |
| 7D | +3.4% | +0.3% | +3.1% | +3.2% |
| 30D | -5.6% | -16.5% | +10.9% | -3.7% |
| 3M | -4.2% | -42.1% | +37.9% | +2.4% |
| 6M | -0.2% | -52.9% | +52.7% | +8.8% |
| YTD | +6.7% | -28.0% | +34.7% | +6.8% |
| 1Y | +9.5% | -18.5% | +28.0% | +6.9% |
| 3Y | +60.5% | +93.9% | -33.3% | +28.3% |
| All | +82.2% | +247.6% | -165.4% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling