+90.4%
JEPQ vs MSCI
+34.7%
+55.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.8% | +3.7% | +0.9% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | +1.3% | -1.7% | +3.1% | +1.7% |
| 3M | +3.8% | -8.2% | +12.1% | +5.5% |
| 6M | +12.2% | -2.4% | +14.6% | +11.6% |
| YTD | +11.6% | -2.8% | +14.4% | +10.8% |
| 1Y | +19.9% | -2.7% | +22.5% | +18.5% |
| 3Y | +71.9% | +7.3% | +64.6% | +61.2% |
| All | +90.4% | +34.7% | +55.7% | +54.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling