+90.2%
JEPQ vs XEL
+21.7%
+68.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +1.3% | -0.9% | +2.2% | +1.4% |
| 3M | +4.7% | -1.4% | +6.1% | +4.8% |
| 6M | +10.6% | -5.8% | +16.4% | +11.3% |
| YTD | +11.4% | +4.7% | +6.7% | +10.2% |
| 1Y | +19.4% | +9.1% | +10.4% | +17.2% |
| 3Y | +71.7% | +47.8% | +23.8% | +57.5% |
| All | +90.2% | +21.7% | +68.5% | +87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling