+85.2%
XLE vs JEPQ
+94.0%
-8.8%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +1.0% | +0.9% |
| 7D | +0.3% | +1.1% | -0.7% | -0.2% |
| 30D | +8.5% | +1.3% | +7.2% | +7.8% |
| 3M | +14.6% | +4.7% | +9.9% | +11.6% |
| 6M | +17.6% | +10.6% | +6.9% | +10.8% |
| YTD | +48.1% | +11.4% | +36.7% | +38.8% |
| 1Y | +53.8% | +19.4% | +34.4% | +37.9% |
| 3Y | +56.2% | +71.7% | -15.5% | +11.1% |
| All | +85.2% | +94.0% | -8.8% | +21.6% |
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 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