+18.4%
JEPQ vs FDX
+73.7%
-55.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -0.7% | -3.9% | +3.2% | 0.0% |
| 30D | +0.6% | -3.3% | +3.9% | +1.0% |
| 3M | +5.8% | -2.0% | +7.8% | +6.0% |
| 6M | +9.7% | +8.0% | +1.6% | +7.6% |
| YTD | +10.5% | +35.0% | -24.5% | +5.3% |
| 1Y | +18.4% | +73.7% | -55.3% | +9.1% |
| All | +18.4% | +73.7% | -55.3% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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