+76.5%
JEPI vs QS
-47.0%
+123.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.6% | +6.0% | -0.4% |
| 7D | -1.1% | -4.2% | +3.1% | -1.0% |
| 30D | -1.3% | -15.7% | +14.4% | -0.9% |
| 3M | +3.3% | -28.7% | +32.0% | +4.0% |
| 6M | +1.0% | -23.2% | +24.2% | +1.3% |
| YTD | +4.2% | -49.9% | +54.1% | +5.5% |
| 1Y | +7.9% | -38.8% | +46.7% | +8.3% |
| 3Y | +30.0% | -24.0% | +54.1% | +27.7% |
| 5Y | +40.9% | -75.6% | +116.5% | +38.8% |
| All | +76.5% | -47.0% | +123.5% | +74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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