+85.3%
XLE vs JEPQ
+85.8%
-0.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.4% |
| 7D | +5.4% | +3.4% | +2.0% | +3.9% |
| 30D | -3.9% | -5.6% | +1.7% | -1.7% |
| 3M | +7.0% | -4.2% | +11.2% | +8.7% |
| 6M | +14.2% | -0.2% | +14.4% | +13.2% |
| YTD | +48.2% | +6.7% | +41.5% | +41.1% |
| 1Y | +47.7% | +9.5% | +38.2% | +38.3% |
| 3Y | +70.0% | +60.5% | +9.5% | +24.8% |
| All | +85.3% | +85.8% | -0.5% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling