+21.4%
XLP vs JEPQ
+94.3%
-72.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | -0.9% | +2.0% | -2.9% | -1.4% |
| 3M | +3.8% | +2.0% | +1.8% | +3.1% |
| 6M | -1.7% | +10.4% | -12.1% | -4.8% |
| YTD | +10.3% | +11.6% | -1.3% | +6.3% |
| 1Y | +7.8% | +20.7% | -12.9% | +1.1% |
| 3Y | +27.2% | +70.8% | -43.6% | +0.9% |
| All | +21.4% | +94.3% | -72.9% | -9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling