+19.4%
JEPQ vs MSCI
-1.7%
+21.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.1% |
| 7D | +1.1% | -1.1% | +2.2% | +1.1% |
| 30D | +1.3% | -1.2% | +2.5% | +1.3% |
| 3M | +4.7% | -8.4% | +13.1% | +4.8% |
| 6M | +10.6% | -1.0% | +11.7% | +9.9% |
| YTD | +11.4% | -2.3% | +13.7% | +11.1% |
| 1Y | +19.4% | -1.2% | +20.6% | +19.0% |
| All | +19.4% | -1.7% | +21.1% | +19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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