-55.8%
FIG vs JEPQ
+21.4%
-77.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.3% | -4.7% | -4.5% |
| 7D | -16.3% | +0.7% | -17.0% | -16.7% |
| 30D | -14.3% | +2.0% | -16.3% | -15.4% |
| 3M | +7.2% | +2.0% | +5.2% | +5.9% |
| 6M | -18.6% | +10.4% | -29.0% | -29.4% |
| YTD | -35.5% | +11.6% | -47.1% | -45.0% |
| 1Y | -55.8% | +20.7% | -76.5% | -74.2% |
| All | -55.8% | +21.4% | -77.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 1y: compounded portfolio wealth divided by compounded JEPQ 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…
1y analysis · Full analysis span regression · 6 months rolling