+80.2%
JEPQ vs FN
+287.8%
-207.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +11.9% | -8.6% | +1.5% |
| 7D | -0.2% | +16.3% | -16.5% | -2.8% |
| 30D | -8.2% | -24.7% | +16.6% | -4.9% |
| 3M | -4.1% | -34.9% | +30.8% | +0.7% |
| 6M | -0.8% | -41.1% | +40.3% | +4.5% |
| YTD | +5.5% | -19.6% | +25.2% | +4.0% |
| 1Y | +8.4% | -18.5% | +26.9% | +6.0% |
| 3Y | +60.9% | +119.1% | -58.3% | +26.2% |
| All | +80.2% | +287.8% | -207.6% | +16.5% |
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