+19.2%
XLP vs JEPQ
+94.0%
-74.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | +1.1% | -4.0% | -3.2% |
| 30D | -2.2% | +1.3% | -3.6% | -2.6% |
| 3M | -0.6% | +4.7% | -5.2% | -2.0% |
| 6M | -2.2% | +10.6% | -12.8% | -5.3% |
| YTD | +8.3% | +11.4% | -3.2% | +4.5% |
| 1Y | +5.7% | +19.4% | -13.7% | -0.5% |
| 3Y | +25.7% | +71.7% | -46.0% | -0.6% |
| All | +19.2% | +94.0% | -74.8% | -10.9% |
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