+82.2%
JEPQ vs FIS
-66.6%
+148.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.2% | -5.2% | -1.6% |
| 7D | +3.4% | +2.8% | +0.6% | +3.0% |
| 30D | -5.6% | -16.7% | +11.1% | -4.3% |
| 3M | -4.2% | -32.3% | +28.1% | +0.3% |
| 6M | -0.2% | -29.1% | +28.9% | +3.2% |
| YTD | +6.7% | -54.1% | +60.9% | +19.5% |
| 1Y | +9.5% | -53.7% | +63.2% | +22.3% |
| 3Y | +60.5% | -38.8% | +99.4% | +67.5% |
| All | +82.2% | -66.6% | +148.8% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling