+22.4%
XLP vs JEPQ
+6.4%
+16.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | 0.0% |
| 7D | +2.3% | -1.4% | +3.7% | +2.0% |
| 30D | +9.1% | -8.6% | +17.7% | +6.3% |
| 3M | +7.9% | -4.5% | +12.4% | +6.3% |
| 6M | +9.6% | -1.3% | +10.9% | +8.8% |
| YTD | +19.4% | +5.0% | +14.4% | +18.3% |
| 1Y | +22.4% | +5.9% | +16.5% | +21.5% |
| All | +22.4% | +6.4% | +16.0% | +21.5% |
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