+31.5%
XLP vs JEPQ
+82.8%
-51.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | +2.3% | -1.4% | +3.7% | +2.6% |
| 30D | +9.1% | -8.6% | +17.7% | +11.2% |
| 3M | +7.9% | -4.5% | +12.4% | +8.7% |
| 6M | +9.6% | -1.3% | +10.9% | +9.1% |
| YTD | +19.4% | +5.0% | +14.4% | +16.5% |
| 1Y | +22.4% | +5.9% | +16.5% | +19.0% |
| 3Y | +43.2% | +58.0% | -14.8% | +16.0% |
| All | +31.5% | +82.8% | -51.3% | -0.6% |
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 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