+82.2%
JEPQ vs FDX
+120.2%
-38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.6% | -1.4% |
| 7D | +3.4% | +5.2% | -1.8% | +2.3% |
| 30D | -5.6% | +11.3% | -16.9% | -7.7% |
| 3M | -4.2% | -4.1% | 0.0% | -3.4% |
| 6M | -0.2% | +9.6% | -9.8% | -2.4% |
| YTD | +6.7% | +40.9% | -34.2% | -1.5% |
| 1Y | +9.5% | +53.0% | -43.5% | -0.8% |
| 3Y | +60.5% | +74.1% | -13.6% | +37.2% |
| All | +82.2% | +120.2% | -38.0% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling