+33.2%
XLU vs JEPQ
+94.0%
-60.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.6% |
| 7D | -1.6% | -0.2% | -1.5% | -1.6% |
| 30D | -3.3% | +0.8% | -4.1% | -3.6% |
| 3M | -3.2% | +4.0% | -7.1% | -4.6% |
| 6M | -7.0% | +10.4% | -17.3% | -10.5% |
| YTD | +0.6% | +11.4% | -10.8% | -3.7% |
| 1Y | +2.4% | +18.9% | -16.5% | -4.6% |
| 3Y | +46.3% | +70.3% | -24.0% | +14.3% |
| All | +33.2% | +94.0% | -60.8% | -6.0% |
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 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