+90.2%
JEPQ vs FSLY
+41.7%
+48.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.7% |
| 7D | -0.2% | +12.5% | -12.6% | -1.0% |
| 30D | +0.8% | -18.8% | +19.6% | +2.0% |
| 3M | +4.0% | +22.7% | -18.7% | +2.0% |
| 6M | +10.4% | -3.7% | +14.1% | +7.9% |
| YTD | +11.4% | +127.5% | -116.1% | +0.4% |
| 1Y | +18.9% | +193.5% | -174.6% | +3.4% |
| 3Y | +70.3% | -1.3% | +71.6% | +56.8% |
| All | +90.2% | +41.7% | +48.5% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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