+60.9%
JEPQ vs FGI
0.0%
+60.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.9% | +1.3% | +3.2% |
| 7D | -0.2% | -1.4% | +1.1% | -0.2% |
| 30D | -8.2% | -3.2% | -4.9% | -8.2% |
| 3M | -4.1% | +64.1% | -68.2% | -4.6% |
| 6M | -0.8% | +17.2% | -18.0% | -1.2% |
| YTD | +5.5% | +31.6% | -26.0% | +4.8% |
| 1Y | +8.4% | +45.1% | -36.7% | +7.7% |
| 3Y | +60.9% | -2.0% | +62.8% | +62.3% |
| All | +60.9% | 0.0% | +60.9% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling