+90.2%
JEPQ vs XYL
+32.2%
+58.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.2% | +1.2% | -1.4% | -0.6% |
| 30D | +0.8% | -11.9% | +12.7% | +5.3% |
| 3M | +4.0% | -1.5% | +5.5% | +3.8% |
| 6M | +10.4% | -11.9% | +22.3% | +14.7% |
| YTD | +11.4% | -20.6% | +32.0% | +19.9% |
| 1Y | +18.9% | -23.5% | +42.4% | +29.7% |
| 3Y | +70.3% | +14.9% | +55.4% | +54.0% |
| All | +90.2% | +32.2% | +58.0% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 5y: compounded portfolio wealth divided by compounded XYL 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…
5y analysis · Full analysis span regression · 6 months rolling