+90.2%
JEPQ vs FND
-43.2%
+133.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.2% | -5.8% | +5.6% | +0.8% |
| 30D | +0.8% | -20.2% | +21.0% | +4.6% |
| 3M | +4.0% | -12.0% | +15.9% | +5.6% |
| 6M | +10.4% | -18.5% | +28.9% | +13.0% |
| YTD | +11.4% | -22.3% | +33.7% | +14.5% |
| 1Y | +18.9% | -47.6% | +66.6% | +31.4% |
| 3Y | +70.3% | -49.8% | +120.0% | +81.4% |
| All | +90.2% | -43.2% | +133.4% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling