+90.4%
JEPQ vs FND
-42.5%
+133.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.7% |
| 7D | +1.4% | +0.4% | +1.1% | +1.3% |
| 30D | +1.3% | -23.6% | +24.9% | +5.9% |
| 3M | +3.8% | +4.3% | -0.5% | +2.2% |
| 6M | +12.2% | -20.3% | +32.4% | +15.3% |
| YTD | +11.6% | -21.3% | +32.9% | +14.4% |
| 1Y | +19.9% | -45.4% | +65.3% | +31.3% |
| 3Y | +71.9% | -48.9% | +120.8% | +82.5% |
| All | +90.4% | -42.5% | +133.0% | +93.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling