+90.4%
JEPQ vs XHB
+65.5%
+25.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.8% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +1.3% | -9.1% | +10.4% | +4.6% |
| 3M | +3.8% | -2.3% | +6.2% | +4.3% |
| 6M | +12.2% | -4.1% | +16.3% | +13.0% |
| YTD | +11.6% | -1.7% | +13.3% | +10.9% |
| 1Y | +19.9% | -15.1% | +35.0% | +25.5% |
| 3Y | +71.9% | +26.8% | +45.1% | +47.0% |
| All | +90.4% | +65.5% | +25.0% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling