+90.2%
JEPQ vs XPO
+455.3%
-365.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +2.9% | +0.4% |
| 7D | +1.1% | -0.9% | +2.0% | +1.2% |
| 30D | +1.3% | -8.1% | +9.4% | +2.7% |
| 3M | +4.7% | -19.0% | +23.7% | +8.3% |
| 6M | +10.6% | -5.2% | +15.8% | +11.0% |
| YTD | +11.4% | +35.6% | -24.1% | +4.3% |
| 1Y | +19.4% | +41.1% | -21.7% | +10.4% |
| 3Y | +71.7% | +157.9% | -86.2% | +36.0% |
| All | +90.2% | +455.3% | -365.1% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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