+90.2%
JEPQ vs XME
+117.3%
-27.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +1.3% | +1.4% | -0.1% | +0.7% |
| 3M | +4.7% | +2.7% | +2.0% | +3.4% |
| 6M | +10.6% | +6.5% | +4.1% | +7.4% |
| YTD | +11.4% | +15.2% | -3.8% | +4.7% |
| 1Y | +19.4% | +43.5% | -24.1% | +3.3% |
| 3Y | +71.7% | +135.9% | -64.2% | +21.8% |
| All | +90.2% | +117.3% | -27.1% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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