+90.2%
JEPQ vs XEL
+20.6%
+69.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -0.2% | -0.3% | +0.1% | -0.1% |
| 30D | +0.8% | -3.9% | +4.7% | +1.3% |
| 3M | +4.0% | -2.8% | +6.8% | +4.2% |
| 6M | +10.4% | -5.4% | +15.8% | +11.0% |
| YTD | +11.4% | +3.8% | +7.7% | +10.4% |
| 1Y | +18.9% | +6.8% | +12.1% | +17.0% |
| 3Y | +70.3% | +45.6% | +24.7% | +56.7% |
| All | +90.2% | +20.6% | +69.6% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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