+90.2%
JEPQ vs FISV
-48.2%
+138.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.4% | -4.6% | +0.1% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | +0.8% | 0.0% | +0.7% | +0.7% |
| 3M | +4.0% | -2.8% | +6.8% | +3.9% |
| 6M | +10.4% | -11.8% | +22.2% | +11.6% |
| YTD | +11.4% | -23.2% | +34.6% | +14.9% |
| 1Y | +18.9% | -62.0% | +80.9% | +34.7% |
| 3Y | +70.3% | -57.6% | +127.9% | +68.2% |
| All | +90.2% | -48.2% | +138.4% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling