+88.7%
JEPQ vs QS
-66.7%
+155.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -0.7% | -5.0% | +4.3% | -0.3% |
| 30D | +0.6% | -18.3% | +18.9% | +2.2% |
| 3M | +5.8% | -26.0% | +31.8% | +8.0% |
| 6M | +9.7% | -24.0% | +33.7% | +11.2% |
| YTD | +10.5% | -50.3% | +60.8% | +15.4% |
| 1Y | +18.4% | -38.0% | +56.4% | +20.0% |
| 3Y | +70.3% | -24.6% | +94.9% | +58.6% |
| All | +88.7% | -66.7% | +155.4% | +89.0% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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