+90.2%
JEPQ vs XHB
+61.7%
+28.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | -0.2% | -4.6% | +4.5% | +1.4% |
| 30D | +0.8% | -9.1% | +9.9% | +4.0% |
| 3M | +4.0% | -8.6% | +12.5% | +6.8% |
| 6M | +10.4% | -4.0% | +14.4% | +11.1% |
| YTD | +11.4% | -3.9% | +15.4% | +11.6% |
| 1Y | +18.9% | -16.5% | +35.4% | +25.2% |
| 3Y | +70.3% | +22.6% | +47.7% | +47.5% |
| All | +90.2% | +61.7% | +28.5% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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