+90.2%
JEPQ vs FOXA
+86.5%
+3.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.2% |
| 7D | +1.1% | -5.4% | +6.5% | +2.0% |
| 30D | +1.3% | +1.1% | +0.2% | +1.0% |
| 3M | +4.7% | -6.1% | +10.8% | +5.4% |
| 6M | +10.6% | +8.2% | +2.4% | +7.5% |
| YTD | +11.4% | -11.8% | +23.2% | +13.7% |
| 1Y | +19.4% | +9.9% | +9.5% | +14.8% |
| 3Y | +71.7% | +110.7% | -39.0% | +39.3% |
| All | +90.2% | +86.5% | +3.7% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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