+90.4%
JEPQ vs XYL
+34.5%
+56.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.1% |
| 7D | +1.4% | +1.8% | -0.4% | +0.8% |
| 30D | +1.3% | -9.2% | +10.6% | +4.7% |
| 3M | +3.8% | -0.3% | +4.1% | +3.3% |
| 6M | +12.2% | -11.0% | +23.1% | +16.1% |
| YTD | +11.6% | -19.2% | +30.8% | +19.3% |
| 1Y | +19.9% | -21.2% | +41.1% | +29.3% |
| 3Y | +71.9% | +18.6% | +53.3% | +53.6% |
| All | +90.4% | +34.5% | +56.0% | +57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling