+56.3%
JEPQ vs FIX
+448.6%
-392.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.4% | -4.3% | +0.2% |
| 7D | -5.6% | -17.5% | +11.8% | -2.8% |
| 30D | -11.3% | -41.6% | +30.3% | -3.3% |
| 3M | -6.5% | -40.6% | +34.1% | +1.3% |
| 6M | -3.6% | -49.4% | +45.8% | +6.8% |
| YTD | +2.2% | +9.2% | -6.9% | -1.6% |
| 1Y | +4.8% | +6.5% | -1.7% | +1.0% |
| 3Y | +56.3% | +448.7% | -392.5% | +11.4% |
| All | +56.3% | +448.6% | -392.3% | +11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling