+12.9%
JEPQ vs FPS
+22.4%
-9.5%
-7.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.0% | -8.2% | -0.3% |
| 7D | -0.2% | +1.5% | -1.6% | -0.4% |
| 30D | +0.8% | -16.9% | +17.6% | +2.9% |
| 3M | +4.0% | -45.3% | +49.3% | +10.4% |
| 6M | +10.4% | -10.3% | +20.7% | +10.2% |
| All | +12.9% | +22.4% | -9.5% | +10.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 FPS 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