-51.7%
FIG vs JEPQ
+8.1%
-59.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.9% | +4.3% | +5.0% |
| 7D | -4.7% | -4.9% | +0.3% | -3.1% |
| 30D | +0.5% | -6.7% | +7.2% | +2.8% |
| 3M | -18.4% | -3.0% | -15.4% | -17.7% |
| 6M | +10.9% | +1.4% | +9.5% | +6.1% |
| YTD | -40.8% | +6.5% | -47.2% | -46.3% |
| 1Y | -51.7% | +8.4% | -60.1% | -57.1% |
| All | -51.7% | +8.1% | -59.8% | -57.1% |
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