+94.2%
JEPI vs NTRA
+604.5%
-510.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -1.0% | +0.2% | -1.2% | -1.0% |
| 30D | -1.4% | +4.1% | -5.5% | -1.7% |
| 3M | +3.5% | +50.0% | -46.5% | +0.8% |
| 6M | +1.9% | +67.3% | -65.4% | -1.7% |
| YTD | +4.4% | +43.6% | -39.1% | +1.6% |
| 1Y | +7.2% | +89.2% | -82.1% | +2.4% |
| 3Y | +29.8% | +502.5% | -472.8% | +15.4% |
| 5Y | +41.7% | +173.8% | -132.0% | +27.5% |
| All | +94.2% | +604.5% | -510.3% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRA.
Daily Out/Under-Performance
Portfolio return minus NTRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRA 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 NTRA 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