+90.4%
JEPQ vs USFD
+168.8%
-78.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.2% |
| 7D | +1.4% | -3.3% | +4.8% | +2.4% |
| 30D | +1.3% | -5.3% | +6.7% | +2.8% |
| 3M | +3.8% | +18.8% | -14.9% | -1.7% |
| 6M | +12.2% | +14.3% | -2.1% | +7.1% |
| YTD | +11.6% | +36.9% | -25.3% | -0.7% |
| 1Y | +19.9% | +31.7% | -11.8% | +7.8% |
| 3Y | +71.9% | +164.5% | -92.6% | +18.6% |
| All | +90.4% | +168.8% | -78.4% | +29.0% |
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