+100.0%
XBI vs JEPQ
+94.0%
+6.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -1.2% |
| 7D | -4.6% | -0.2% | -4.5% | -4.5% |
| 30D | -2.0% | +0.8% | -2.8% | -2.8% |
| 3M | +17.8% | +4.0% | +13.8% | +12.7% |
| 6M | +23.7% | +10.4% | +13.3% | +11.3% |
| YTD | +28.2% | +11.4% | +16.8% | +14.2% |
| 1Y | +64.0% | +18.9% | +45.1% | +36.2% |
| 3Y | +99.4% | +70.3% | +29.1% | +9.4% |
| All | +100.0% | +94.0% | +6.0% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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