+90.2%
JEPQ vs USFD
+154.1%
-63.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -5.5% | +5.4% | +1.4% |
| 7D | +1.1% | -7.0% | +8.1% | +3.0% |
| 30D | +1.3% | -10.3% | +11.6% | +4.3% |
| 3M | +4.7% | +9.2% | -4.5% | +1.4% |
| 6M | +10.6% | +7.4% | +3.2% | +7.4% |
| YTD | +11.4% | +29.4% | -17.9% | +0.6% |
| 1Y | +19.4% | +24.8% | -5.4% | +8.9% |
| 3Y | +71.7% | +150.0% | -78.3% | +20.2% |
| All | +90.2% | +154.1% | -63.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling