+50.4%
FERG vs JEPQ
+70.7%
-20.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | 0.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.4% |
| 30D | -8.9% | +0.8% | -9.7% | -9.5% |
| 3M | -2.0% | +4.0% | -6.0% | -5.4% |
| 6M | -3.2% | +10.4% | -13.6% | -11.5% |
| YTD | +1.5% | +11.4% | -9.9% | -8.0% |
| 1Y | +0.5% | +18.9% | -18.4% | -13.8% |
| 3Y | +50.4% | +70.3% | -19.9% | -4.8% |
| All | +50.4% | +70.7% | -20.3% | -4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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