+7.0%
XLP vs JEPQ
+19.8%
-12.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | +1.4% | -2.9% | -1.1% |
| 30D | -1.3% | +1.3% | -2.6% | -0.9% |
| 3M | +1.8% | +3.8% | -2.0% | +3.0% |
| 6M | -0.8% | +12.2% | -13.0% | +0.7% |
| YTD | +9.5% | +11.6% | -2.0% | +10.8% |
| All | +7.0% | +19.8% | -12.9% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling