+74.5%
JEPQ vs FICO
+90.3%
-15.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -5.6% | -0.9% | -4.7% | -5.6% |
| 30D | -11.3% | +3.3% | -14.7% | -12.0% |
| 3M | -6.5% | -31.7% | +25.2% | -3.2% |
| 6M | -3.6% | -34.0% | +30.4% | -1.2% |
| YTD | +2.2% | -58.3% | +60.6% | +13.2% |
| 1Y | +4.8% | -57.9% | +62.7% | +15.6% |
| 3Y | +56.3% | -24.1% | +80.3% | +42.8% |
| All | +74.5% | +90.3% | -15.8% | +14.1% |
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