+160.3%
XLK vs JEPQ
+94.0%
+66.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.2% |
| 7D | +0.2% | -0.2% | +0.4% | +0.4% |
| 30D | -0.6% | +0.8% | -1.4% | -1.6% |
| 3M | +2.6% | +4.0% | -1.4% | -2.5% |
| 6M | +34.0% | +10.4% | +23.6% | +17.5% |
| YTD | +30.7% | +11.4% | +19.2% | +13.4% |
| 1Y | +39.2% | +18.9% | +20.3% | +10.5% |
| 3Y | +120.4% | +70.3% | +50.1% | +9.1% |
| All | +160.3% | +94.0% | +66.3% | +11.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling