+70.3%
XLI vs JEPQ
+70.7%
-0.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.4% |
| 7D | -1.7% | -0.2% | -1.5% | -1.5% |
| 30D | -7.3% | +0.8% | -8.0% | -7.8% |
| 3M | -1.3% | +4.0% | -5.3% | -4.4% |
| 6M | +2.2% | +10.4% | -8.2% | -5.5% |
| YTD | +11.7% | +11.4% | +0.3% | +2.4% |
| 1Y | +14.3% | +18.9% | -4.7% | -0.5% |
| 3Y | +70.3% | +70.3% | +0.1% | +12.4% |
| All | +70.3% | +70.7% | -0.4% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling