-1.6%
XLY vs JEPQ
+1.9%
-3.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -6.0% | +2.1% | +0.4% |
| 7D | +1.2% | -9.5% | +10.8% | +8.6% |
| 30D | +5.3% | -12.3% | +17.6% | +15.7% |
| 3M | -0.6% | -8.5% | +7.9% | +5.5% |
| 6M | +0.1% | -5.0% | +5.1% | +2.3% |
| YTD | -0.9% | +0.1% | -1.0% | -3.9% |
| 1Y | -1.6% | +1.3% | -2.9% | -5.7% |
| All | -1.6% | +1.9% | -3.4% | -5.7% |
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