+58.0%
JEPQ vs USFD
+163.9%
-105.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -1.4% | +8.4% | -9.7% | -2.8% |
| 30D | -8.6% | +12.7% | -21.4% | -10.7% |
| 3M | -4.5% | +1.1% | -5.6% | -4.8% |
| 6M | -1.3% | +30.2% | -31.5% | -7.2% |
| YTD | +5.0% | +45.8% | -40.8% | -6.0% |
| 1Y | +5.9% | +51.9% | -46.1% | -6.7% |
| 3Y | +58.0% | +158.5% | -100.5% | +23.6% |
| All | +58.0% | +163.9% | -105.9% | +23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling