+90.5%
JEPQ vs FXI
+29.4%
+61.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FXI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | 0.0% |
| 7D | +0.7% | +1.0% | -0.4% | +0.4% |
| 30D | +2.0% | -0.6% | +2.5% | +2.1% |
| 3M | +2.0% | +1.9% | +0.1% | +1.5% |
| 6M | +10.4% | -0.2% | +10.6% | +10.3% |
| YTD | +11.6% | -5.6% | +17.2% | +12.8% |
| 1Y | +20.7% | -4.7% | +25.4% | +21.7% |
| 3Y | +70.8% | +38.0% | +32.8% | +56.4% |
| All | +90.5% | +29.4% | +61.1% | +83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling