-79.9%
FIG vs JEPQ
+22.5%
-102.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.4% |
| 7D | -3.8% | -0.2% | -3.7% | -3.7% |
| 30D | -2.3% | +0.8% | -3.1% | -2.7% |
| 3M | +20.0% | +4.0% | +16.0% | +15.6% |
| 6M | -16.7% | +10.4% | -27.1% | -26.1% |
| YTD | -37.9% | +11.4% | -49.4% | -45.5% |
| 1Y | -58.5% | +18.9% | -77.5% | -64.9% |
| All | -79.9% | +22.5% | -102.4% | -82.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling