-80.3%
FIG vs JEPQ
+22.7%
-103.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | 0.0% | -5.6% | -5.7% |
| 7D | -16.4% | +1.4% | -17.8% | -17.0% |
| 30D | -2.3% | +1.3% | -3.7% | -3.0% |
| 3M | +7.8% | +3.8% | +4.0% | +4.3% |
| 6M | -21.8% | +12.2% | -34.0% | -32.4% |
| YTD | -39.1% | +11.6% | -50.7% | -46.5% |
| 1Y | -56.6% | +19.9% | -76.5% | -63.0% |
| All | -80.3% | +22.7% | -103.0% | -82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling