+49.9%
XLE vs JEPQ
+8.1%
+41.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.9% | -5.7% | -4.4% |
| 7D | -7.2% | -4.9% | -2.3% | -8.7% |
| 30D | +0.1% | -6.7% | +6.8% | -2.1% |
| 3M | +9.2% | -3.0% | +12.2% | +8.1% |
| 6M | +8.4% | +1.4% | +7.0% | +9.0% |
| YTD | +44.9% | +6.5% | +38.4% | +47.5% |
| 1Y | +49.9% | +8.4% | +41.5% | +52.9% |
| All | +49.9% | +8.1% | +41.7% | +52.9% |
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