+41.9%
XLP vs JEPQ
+56.7%
-14.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.5% | -1.3% |
| 7D | +0.7% | -5.6% | +6.4% | +0.9% |
| 30D | +10.3% | -11.3% | +21.6% | +10.6% |
| 3M | +6.5% | -6.5% | +13.0% | +6.6% |
| 6M | +8.4% | -3.6% | +12.0% | +8.0% |
| YTD | +18.2% | +2.2% | +16.0% | +16.6% |
| 1Y | +22.4% | +4.8% | +17.7% | +20.3% |
| 3Y | +41.9% | +56.3% | -14.4% | +21.4% |
| All | +41.9% | +56.7% | -14.8% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling