+90.2%
JEPQ vs QS
-66.4%
+156.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.6% | +6.5% | +0.4% |
| 7D | +1.1% | -4.2% | +5.3% | +1.4% |
| 30D | +1.3% | -15.7% | +17.0% | +2.7% |
| 3M | +4.7% | -28.7% | +33.4% | +7.1% |
| 6M | +10.6% | -23.2% | +33.9% | +12.1% |
| YTD | +11.4% | -49.9% | +61.3% | +16.3% |
| 1Y | +19.4% | -38.8% | +58.2% | +21.1% |
| 3Y | +71.7% | -24.0% | +95.7% | +59.8% |
| All | +90.2% | -66.4% | +156.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling