+38.1%
XLY vs JEPQ
+94.0%
-55.9%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | 0.0% |
| 7D | -1.7% | -0.2% | -1.5% | -1.5% |
| 30D | -4.2% | +0.8% | -5.0% | -5.1% |
| 3M | -2.7% | +4.0% | -6.6% | -7.4% |
| 6M | -0.6% | +10.4% | -11.0% | -12.1% |
| YTD | -5.0% | +11.4% | -16.5% | -17.0% |
| 1Y | -4.1% | +18.9% | -23.0% | -22.6% |
| 3Y | +33.6% | +70.3% | -36.7% | -31.7% |
| All | +38.1% | +94.0% | -55.9% | -37.0% |
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