+84.7%
XLE vs JEPQ
+94.0%
-9.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +1.7% | -0.2% | +1.8% | +1.8% |
| 30D | +6.7% | +0.8% | +6.0% | +6.3% |
| 3M | +14.9% | +4.0% | +10.9% | +12.3% |
| 6M | +15.9% | +10.4% | +5.5% | +9.4% |
| YTD | +47.7% | +11.4% | +36.3% | +38.4% |
| 1Y | +50.7% | +18.9% | +31.8% | +35.5% |
| 3Y | +57.9% | +70.3% | -12.4% | +12.9% |
| All | +84.7% | +94.0% | -9.3% | +21.2% |
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