+82.2%
JEPQ vs XRT
+33.9%
+48.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.2% |
| 7D | +3.4% | +1.7% | +1.7% | +2.7% |
| 30D | -5.6% | +7.5% | -13.1% | -8.4% |
| 3M | -4.2% | +2.2% | -6.3% | -5.2% |
| 6M | -0.2% | +14.7% | -14.8% | -6.0% |
| YTD | +6.7% | +7.5% | -0.8% | +2.9% |
| 1Y | +9.5% | +14.1% | -4.7% | +2.9% |
| 3Y | +60.5% | +58.8% | +1.8% | +28.7% |
| All | +82.2% | +33.9% | +48.3% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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