+90.2%
JEPQ vs XYZ
-22.3%
+112.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +1.1% | -3.7% | +4.8% | +1.7% |
| 30D | +1.3% | +0.5% | +0.8% | +1.1% |
| 3M | +4.7% | +16.3% | -11.6% | +1.6% |
| 6M | +10.6% | +21.1% | -10.5% | +6.2% |
| YTD | +11.4% | +22.0% | -10.6% | +6.2% |
| 1Y | +19.4% | +5.2% | +14.3% | +16.4% |
| 3Y | +71.7% | +49.6% | +22.1% | +49.5% |
| All | +90.2% | -22.3% | +112.6% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling