+48.3%
XLE vs JEPQ
+21.4%
+26.9%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.8% |
| 7D | +2.2% | +0.7% | +1.5% | +2.4% |
| 30D | +11.8% | +2.0% | +9.8% | +12.3% |
| 3M | +9.8% | +2.0% | +7.8% | +10.6% |
| 6M | +15.6% | +10.4% | +5.2% | +18.9% |
| YTD | +45.3% | +11.6% | +33.7% | +48.5% |
| 1Y | +48.3% | +20.7% | +27.6% | +70.8% |
| All | +48.3% | +21.4% | +26.9% | +70.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling