+85.3%
XLC vs JEPQ
+92.4%
-7.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.1% |
| 30D | +0.2% | +0.6% | -0.3% | -0.4% |
| 3M | +0.7% | +5.8% | -5.1% | -5.2% |
| 6M | -4.5% | +9.7% | -14.1% | -13.4% |
| YTD | -4.7% | +10.5% | -15.3% | -14.5% |
| 1Y | -1.5% | +18.4% | -19.9% | -17.9% |
| 3Y | +72.2% | +70.3% | +1.9% | -5.6% |
| All | +85.3% | +92.4% | -7.1% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling