+8.4%
JEPQ vs FISV
-4.0%
+12.4%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.2% | -5.3% | +1.0% |
| 7D | -4.9% | +29.6% | -34.6% | -4.7% |
| 30D | -6.7% | +34.5% | -41.1% | -6.5% |
| 3M | -3.0% | +11.2% | -14.3% | -2.6% |
| 6M | +1.4% | -1.2% | +2.6% | +3.8% |
| YTD | +6.5% | -7.6% | +14.1% | +9.1% |
| 1Y | +8.4% | -3.7% | +12.1% | +10.2% |
| All | +8.4% | -4.0% | +12.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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