+90.2%
JEPQ vs EWZ
+65.3%
+25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.0% |
| 7D | -0.2% | +0.9% | -1.0% | -0.4% |
| 30D | +0.8% | +12.8% | -12.0% | -2.1% |
| 3M | +4.0% | +10.8% | -6.8% | +1.4% |
| 6M | +10.4% | +2.5% | +7.9% | +9.4% |
| YTD | +11.4% | +21.4% | -9.9% | +6.2% |
| 1Y | +18.9% | +32.8% | -13.9% | +10.9% |
| 3Y | +70.3% | +45.2% | +25.1% | +53.7% |
| All | +90.2% | +65.3% | +25.0% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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