+9.5%
JEPQ vs FIS
-53.6%
+63.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -0.9% |
| 7D | +3.4% | +2.8% | +0.6% | +3.5% |
| 30D | -5.6% | -16.7% | +11.1% | -6.3% |
| 3M | -4.2% | -32.3% | +28.1% | -5.0% |
| 6M | -0.2% | -29.1% | +28.9% | -1.0% |
| YTD | +6.7% | -54.1% | +60.9% | +13.1% |
| 1Y | +9.5% | -53.7% | +63.2% | +15.7% |
| All | +9.5% | -53.6% | +63.0% | +15.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 1y: compounded portfolio wealth divided by compounded FIS 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…
1y analysis · Full analysis span regression · 6 months rolling