+8.4%
JEPQ vs FXI
-10.5%
+18.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | -0.2% |
| 7D | -4.9% | +6.6% | -11.5% | -6.6% |
| 30D | -6.7% | +2.2% | -8.9% | -7.2% |
| 3M | -3.0% | -4.7% | +1.7% | -1.6% |
| 6M | +1.4% | -4.7% | +6.0% | +2.9% |
| YTD | +6.5% | -9.0% | +15.4% | +9.4% |
| 1Y | +8.4% | -10.5% | +18.9% | +12.2% |
| All | +8.4% | -10.5% | +18.9% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FXI.
Daily Out/Under-Performance
Portfolio return minus FXI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FXI 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 1y: compounded portfolio wealth divided by compounded FXI 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…
1y analysis · Full analysis span regression · 6 months rolling