+84.1%
JEPQ vs FIX
+1,235.9%
-1,151.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.3% |
| 7D | +5.7% | +17.0% | -11.3% | +2.5% |
| 30D | -5.9% | -30.6% | +24.7% | 0.0% |
| 3M | -2.5% | -35.0% | +32.6% | +4.6% |
| 6M | +1.3% | -44.0% | +45.2% | +11.0% |
| YTD | +7.8% | +21.1% | -13.3% | +0.9% |
| 1Y | +8.8% | +16.3% | -7.5% | +2.3% |
| 3Y | +62.3% | +507.4% | -445.1% | -0.3% |
| All | +84.1% | +1,235.9% | -1,151.8% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 10y: compounded portfolio wealth divided by compounded FIX 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…
10y analysis · Full analysis span regression · 6 months rolling