+90.2%
JEPQ vs VSXY
+51.3%
+38.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.6% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | +0.8% | -18.7% | +19.4% | +2.3% |
| 3M | +4.0% | -4.0% | +7.9% | +3.9% |
| 6M | +10.4% | +67.5% | -57.1% | +4.0% |
| YTD | +11.4% | +39.7% | -28.2% | +6.3% |
| 1Y | +18.9% | +180.0% | -161.1% | +5.4% |
| 3Y | +70.3% | +337.3% | -267.0% | +36.3% |
| All | +90.2% | +51.3% | +38.9% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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