+90.2%
JEPQ vs QSR
+63.7%
+26.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -0.2% | -4.0% | +3.9% | +0.8% |
| 30D | +0.8% | +2.8% | -2.0% | +0.1% |
| 3M | +4.0% | +5.1% | -1.1% | +2.5% |
| 6M | +10.4% | +8.8% | +1.6% | +7.4% |
| YTD | +11.4% | +14.8% | -3.4% | +6.6% |
| 1Y | +18.9% | +25.7% | -6.8% | +10.3% |
| 3Y | +70.3% | +27.5% | +42.8% | +51.9% |
| All | +90.2% | +63.7% | +26.5% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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