+70.3%
JEPQ vs FXI
+36.5%
+33.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | +1.1% | -2.8% | +3.9% | +1.6% |
| 30D | +1.3% | -5.3% | +6.6% | +2.4% |
| 3M | +4.7% | +0.3% | +4.3% | +4.5% |
| 6M | +10.6% | -4.6% | +15.2% | +11.5% |
| YTD | +11.4% | -9.1% | +20.5% | +13.3% |
| 1Y | +19.4% | -12.0% | +31.4% | +22.1% |
| All | +70.3% | +36.5% | +33.8% | +62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling