+68.9%
JEPQ vs FND
-50.8%
+119.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.7% | -5.1% | +4.4% | 0.0% |
| 30D | +0.6% | -22.5% | +23.1% | +3.7% |
| 3M | +5.8% | -5.0% | +10.8% | +5.9% |
| 6M | +9.7% | -21.5% | +31.2% | +12.2% |
| YTD | +10.5% | -23.0% | +33.6% | +13.0% |
| 1Y | +18.4% | -44.9% | +63.3% | +26.6% |
| All | +68.9% | -50.8% | +119.7% | +77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 3y: compounded portfolio wealth divided by compounded FND 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…
3y analysis · Full analysis span regression · 6 months rolling