+27.1%
XLP vs JEPQ
+71.9%
-44.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.4% | +1.4% | -2.9% | -1.5% |
| 30D | -1.3% | +1.3% | -2.6% | -1.4% |
| 3M | +1.8% | +3.8% | -2.0% | +1.5% |
| 6M | -0.8% | +12.2% | -13.0% | -2.4% |
| YTD | +9.5% | +11.6% | -2.0% | +7.8% |
| 1Y | +7.2% | +19.9% | -12.7% | +3.9% |
| 3Y | +27.1% | +71.9% | -44.8% | +9.0% |
| All | +27.1% | +71.9% | -44.8% | +9.0% |
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