+90.2%
JEPQ vs FXI
+24.4%
+65.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.2% | -3.9% | +3.7% | +0.7% |
| 30D | +0.8% | -2.1% | +2.9% | +1.2% |
| 3M | +4.0% | -0.5% | +4.4% | +4.0% |
| 6M | +10.4% | -4.5% | +14.9% | +11.4% |
| YTD | +11.4% | -9.2% | +20.7% | +13.6% |
| 1Y | +18.9% | -13.8% | +32.7% | +22.6% |
| 3Y | +70.3% | +36.6% | +33.7% | +56.2% |
| All | +90.2% | +24.4% | +65.9% | +85.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling