+82.4%
JEPQ vs USFD
+182.3%
-99.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.1% |
| 7D | +5.7% | +1.3% | +4.4% | +5.4% |
| 30D | -6.8% | +10.6% | -17.4% | -9.4% |
| 3M | -3.4% | -2.4% | -1.0% | -3.0% |
| 6M | +0.3% | +28.9% | -28.6% | -7.5% |
| YTD | +6.8% | +43.7% | -36.9% | -6.4% |
| 1Y | +7.7% | +48.5% | -40.8% | -6.8% |
| 3Y | +60.7% | +154.7% | -94.0% | +13.0% |
| All | +82.4% | +182.3% | -99.9% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling