+82.2%
JEPQ vs USFD
+182.8%
-100.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +3.4% | +1.7% | +1.7% | +3.0% |
| 30D | -5.6% | +10.2% | -15.8% | -8.2% |
| 3M | -4.2% | -1.5% | -2.7% | -4.0% |
| 6M | -0.2% | +27.3% | -27.5% | -7.6% |
| YTD | +6.7% | +44.0% | -37.3% | -6.6% |
| 1Y | +9.5% | +50.4% | -40.9% | -5.7% |
| 3Y | +60.5% | +153.6% | -93.0% | +13.0% |
| All | +82.2% | +182.8% | -100.6% | +21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling