+90.4%
JEPQ vs FGI
-40.1%
+130.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | 0.0% |
| 7D | +1.4% | +5.2% | -3.7% | +1.4% |
| 30D | +1.3% | +65.2% | -63.9% | +0.6% |
| 3M | +3.8% | +30.2% | -26.3% | +3.2% |
| 6M | +12.2% | +87.8% | -75.6% | +10.7% |
| YTD | +11.6% | +32.5% | -20.9% | +10.4% |
| 1Y | +19.9% | +93.6% | -73.7% | +18.0% |
| 3Y | +71.9% | -2.6% | +74.5% | +71.0% |
| All | +90.4% | -40.1% | +130.5% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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