+70.3%
JEPQ vs FDX
+59.1%
+11.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.2% |
| 7D | +1.1% | -2.3% | +3.4% | +1.5% |
| 30D | +1.3% | -4.9% | +6.2% | +2.2% |
| 3M | +4.7% | -6.5% | +11.1% | +5.8% |
| 6M | +10.6% | +6.7% | +4.0% | +8.8% |
| YTD | +11.4% | +33.9% | -22.4% | +4.8% |
| 1Y | +19.4% | +72.2% | -52.8% | +6.7% |
| All | +70.3% | +59.1% | +11.2% | +46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling