+90.5%
JEPQ vs FICO
+151.8%
-61.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -16.7% | +17.0% | +2.6% |
| 7D | +0.7% | -19.2% | +19.9% | +3.4% |
| 30D | +2.0% | -14.6% | +16.6% | +3.8% |
| 3M | +2.0% | -20.1% | +22.1% | +3.8% |
| 6M | +10.4% | -36.3% | +46.7% | +16.2% |
| YTD | +11.6% | -44.9% | +56.5% | +20.6% |
| 1Y | +20.7% | -38.6% | +59.3% | +26.2% |
| 3Y | +70.8% | +4.0% | +66.8% | +50.6% |
| All | +90.5% | +151.8% | -61.3% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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