+70.3%
JEPQ vs XLB
+32.2%
+38.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | +0.4% |
| 7D | +1.1% | -2.9% | +4.0% | +2.6% |
| 30D | +1.3% | -3.4% | +4.7% | +3.0% |
| 3M | +4.7% | +1.6% | +3.1% | +3.5% |
| 6M | +10.6% | +3.6% | +7.0% | +8.0% |
| YTD | +11.4% | +14.2% | -2.8% | +2.6% |
| 1Y | +19.4% | +15.6% | +3.8% | +9.1% |
| All | +70.3% | +32.2% | +38.0% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 3y: compounded portfolio wealth divided by compounded XLB 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…
3y analysis · Full analysis span regression · 6 months rolling