+90.2%
JEPQ vs XYZ
-22.5%
+112.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.2% | -4.3% | +4.1% | +0.6% |
| 30D | +0.8% | +1.2% | -0.4% | +0.4% |
| 3M | +4.0% | +14.6% | -10.7% | +1.1% |
| 6M | +10.4% | +22.6% | -12.2% | +5.7% |
| YTD | +11.4% | +21.7% | -10.3% | +6.3% |
| 1Y | +18.9% | +6.7% | +12.2% | +15.6% |
| 3Y | +70.3% | +46.8% | +23.4% | +48.8% |
| All | +90.2% | -22.5% | +112.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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