+71.0%
XLF vs JEPQ
+94.0%
-23.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -1.2% | +0.8% | -1.9% | -1.7% |
| 3M | +9.2% | +4.0% | +5.2% | +5.8% |
| 6M | +16.3% | +10.4% | +5.9% | +7.6% |
| YTD | +5.4% | +11.4% | -6.0% | -3.2% |
| 1Y | +7.6% | +18.9% | -11.3% | -6.2% |
| 3Y | +74.2% | +70.3% | +3.9% | +13.2% |
| All | +71.0% | +94.0% | -23.0% | +0.1% |
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