+69.7%
XLC vs JEPQ
+69.3%
+0.3%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.2% |
| 7D | -1.7% | -0.7% | -1.0% | -1.2% |
| 30D | +0.2% | +0.6% | -0.3% | -0.3% |
| 3M | +0.7% | +5.8% | -5.1% | -4.2% |
| 6M | -4.5% | +9.7% | -14.1% | -12.0% |
| YTD | -4.7% | +10.5% | -15.3% | -13.0% |
| 1Y | -1.5% | +18.4% | -19.9% | -15.5% |
| All | +69.7% | +69.3% | +0.3% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling