+74.5%
JEPQ vs FN
+246.7%
-172.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +11.7% | -10.5% | -0.6% |
| 7D | -5.6% | 0.0% | -5.6% | -5.9% |
| 30D | -11.3% | -34.3% | +23.0% | -6.3% |
| 3M | -6.5% | -39.9% | +33.4% | -0.6% |
| 6M | -3.6% | -51.8% | +48.2% | +4.7% |
| YTD | +2.2% | -28.1% | +30.4% | +2.5% |
| 1Y | +4.8% | -29.1% | +33.8% | +4.8% |
| 3Y | +56.3% | +102.4% | -46.2% | +24.0% |
| All | +74.5% | +246.7% | -172.2% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling