+90.5%
JEPQ vs FDX
+118.2%
-27.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +0.7% | -2.5% | +3.2% | +1.2% |
| 30D | +2.0% | +3.8% | -1.8% | +1.1% |
| 3M | +2.0% | -1.3% | +3.3% | +2.1% |
| 6M | +10.4% | +5.0% | +5.4% | +8.7% |
| YTD | +11.6% | +39.6% | -28.0% | +3.3% |
| 1Y | +20.7% | +81.1% | -60.4% | +5.4% |
| 3Y | +70.8% | +63.0% | +7.8% | +48.3% |
| All | +90.5% | +118.2% | -27.7% | +52.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling